Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 697544.8876 | 686840.5479 | 10704.3396 | 299447.8778 | 416427.2492 | -116979.3714 |
Total P&L (%) | 697.5449 | 686.8405 | 10.7043 | 299.4479 | 416.4272 | -116.9794 |
Avg Daily Profit (%) | 0.3775 | 0.3717 | 0.0058 | 0.075 | 0.0889 | 0 |
Buy And Hold Return (%) | 113.0231 | 113.0231 | 113.0231 | 113.0231 | 113.0231 | 113.0231 |
Max Trade Drawdown | -114414 | -82252 | -94775 | -523475 | -360578 | -329529 |
Profit Factor | 2.8178 | 4.4048 | 1.0588 | 1.222 | 1.5906 | 0.8183 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Losing Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Profitability (%) | 40.678 | 43.3333 | 37.931 | 40.678 | 43.3333 | 37.931 |
Ratio Avg Win / Avg Loss | 4.1092 | 5.7601 | 1.7326 | 1.7821 | 2.08 | 1.339 |
Largest Winning Trade | 673591 | 673591 | 53837 | 566357 | 566357 | 147662 |
Largest Losing Trade | -30305 | -24706 | -30305 | -127307 | -127307 | -107871 |
Avg Bars in Trades | 88 | 78 | 99 | 88 | 78 | 99 |
Avg Bars in Winners | 134 | 109 | 164 | 134 | 109 | 164 |
Avg Bars in Losers | 57 | 55 | 59 | 57 | 55 | 59 |
Bars Traded | 5240 | 2356 | 2884 | 5240 | 2356 | 2884 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -169022 | 489889 | -510334 | -278954 | -76471 | -583859 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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