Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328609.5978 | 198521.4258 | 130088.172 | 624850.4106 | 400596.3021 | 224254.1085 |
Total P&L (%) | 328.6096 | 198.5214 | 130.0882 | 624.8504 | 400.5963 | 224.2541 |
Avg Daily Profit (%) | 0.358 | 0.2163 | 0.1417 | 0.216 | 0.1756 | 0.1282 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -78198 | -72308 | -25685 | -444132 | -398592 | -250537 |
Profit Factor | 2.17 | 1.9626 | 2.7436 | 1.5469 | 1.5156 | 1.6133 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 38 | 23 | 15 | 38 | 23 | 15 |
Profitability (%) | 57.7778 | 48.8889 | 66.6667 | 57.7778 | 48.8889 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.5858 | 2.0518 | 1.3718 | 1.1304 | 1.5845 | 0.8067 |
Largest Winning Trade | 101790 | 101790 | 28470 | 337212 | 337212 | 66780 |
Largest Losing Trade | -54826 | -54826 | -25685 | -337330 | -337330 | -250537 |
Avg Bars in Trades | 26 | 32 | 19 | 26 | 32 | 19 |
Avg Bars in Winners | 28 | 35 | 22 | 28 | 35 | 22 |
Avg Bars in Losers | 23 | 29 | 13 | 23 | 29 | 13 |
Bars Traded | 2344 | 1466 | 878 | 2344 | 1466 | 878 |
Profit Streak | 0 | 119.0175 | 0 | 0 | 119.0175 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 526527 | 449057 | 99578 | 406559 | 392796 | -19057 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 216 } }, "second_band": { "type": "midpoint", "factors": { "length": 219, "offset": 89 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 216 } }, "second_band": { "type": "midpoint", "factors": { "length": 219, "offset": 89 } } }
# | 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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