Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1683814.4483 | 1497396.8835 | 186417.5649 | 38028410.2741 | 5447565.7808 | 32580844.4933 |
Total P&L (%) | 1683.8144 | 1497.3969 | 186.4176 | 38028.4103 | 5447.5658 | 32580.8445 |
Avg Daily Profit (%) | 0.7611 | 0.6768 | 0.0843 | 0.269 | 0.1817 | 0.262 |
Buy And Hold Return (%) | 454.5651 | 454.5651 | 454.5651 | 454.5651 | 454.5651 | 454.5651 |
Max Trade Drawdown | -105830 | -81492 | -89280 | -62483787 | -63326704 | -24265059 |
Profit Factor | 2.0588 | 2.9465 | 1.2271 | 1.0979 | 1.0272 | 1.1734 |
Total Trades | 617 | 309 | 308 | 617 | 309 | 308 |
Winning Trades | 214 | 105 | 109 | 214 | 105 | 109 |
Losing Trades | 403 | 204 | 199 | 403 | 204 | 199 |
Profitability (%) | 34.684 | 33.9806 | 35.3896 | 34.684 | 33.9806 | 35.3896 |
Ratio Avg Win / Avg Loss | 3.8771 | 5.7246 | 2.2402 | 2.0675 | 1.9956 | 2.1423 |
Largest Winning Trade | 1026444 | 1026444 | 54393 | 25195958 | 25195958 | 13849896 |
Largest Losing Trade | -27934 | -12847 | -27934 | -9186362 | -8829302 | -9186362 |
Avg Bars in Trades | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Winners | 20 | 19 | 20 | 20 | 19 | 20 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 6591 | 3174 | 3417 | 6591 | 3174 | 3417 |
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 | 425055 | 359958 | -249833 | -105549 | -186543 | -24460 |
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{ "first_band": { "type": "midprice", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 17, "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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