Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1397771.251 | 1316022.2281 | 81749.0228 | 3418281.0751 | 2959298.4315 | 458982.6437 |
Total P&L (%) | 1397.7713 | 1316.0222 | 81.749 | 3418.2811 | 2959.2984 | 458.9826 |
Avg Daily Profit (%) | 0.7609 | 0.7164 | 0.0445 | 0.194 | 0.1864 | 0.0937 |
Buy And Hold Return (%) | 792.5387 | 792.5387 | 792.5387 | 792.5387 | 792.5387 | 792.5387 |
Max Trade Drawdown | -101522 | -98243 | -60443 | -8187176 | -3777429 | -5421112 |
Profit Factor | 4.2615 | 6.3761 | 1.4448 | 1.1493 | 1.2544 | 1.0408 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 42 | 15 | 27 | 42 | 15 | 27 |
Losing Trades | 51 | 31 | 20 | 51 | 31 | 20 |
Profitability (%) | 45.1613 | 32.6087 | 57.4468 | 45.1613 | 32.6087 | 57.4468 |
Ratio Avg Win / Avg Loss | 5.1747 | 13.1772 | 1.0703 | 1.3956 | 2.5925 | 0.7709 |
Largest Winning Trade | 703960 | 703960 | 50710 | 6431067 | 6431067 | 3296230 |
Largest Losing Trade | -45531 | -31555 | -45531 | -4137283 | -2159627 | -4137283 |
Avg Bars in Trades | 55 | 48 | 61 | 55 | 48 | 61 |
Avg Bars in Winners | 82 | 104 | 71 | 82 | 104 | 71 |
Avg Bars in Losers | 32 | 21 | 49 | 32 | 21 | 49 |
Bars Traded | 5130 | 2228 | 2902 | 5130 | 2228 | 2902 |
Profit Streak | 61.83 | 0 | 67.1633 | 61.83 | 0 | 67.1633 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379678 | 184963 | -296675 | -51322 | -310 | -409378 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 195 } }, "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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