Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1672040.7733 | 1459783.8588 | 212256.9145 | 13196485.9699 | 12397009.1195 | 799476.8504 |
Total P&L (%) | 1672.0408 | 1459.7839 | 212.2569 | 13196.486 | 12397.0091 | 799.4769 |
Avg Daily Profit (%) | 0.7025 | 0.6134 | 0.0892 | 0.2057 | 0.2031 | 0.0923 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103193 | -63840 | -79341 | -23823061 | -16333841 | -15738285 |
Profit Factor | 3.2551 | 5.2764 | 1.5305 | 1.1372 | 1.2918 | 1.0149 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 32.1678 | 30.5556 | 33.8028 | 32.1678 | 30.5556 | 33.8028 |
Ratio Avg Win / Avg Loss | 6.8641 | 11.9919 | 2.9973 | 2.3979 | 2.9359 | 1.9875 |
Largest Winning Trade | 842020 | 842020 | 66650 | 12618584 | 11576548 | 12618584 |
Largest Losing Trade | -26446 | -26446 | -21744 | -5506207 | -3435499 | -5506207 |
Avg Bars in Trades | 32 | 24 | 39 | 32 | 24 | 39 |
Avg Bars in Winners | 82 | 64 | 99 | 82 | 64 | 99 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 4623 | 1792 | 2831 | 4623 | 1792 | 2831 |
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 | 431969 | -67173 | -164547 | -67010 | -77533 | -365577 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 84, "offset": 0 } }, "second_band": { "type": "ohlc4", "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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