Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1369176.397 | 1251943.0596 | 117233.3374 | 1324464.9325 | 199008.1531 | 1125456.7794 |
Total P&L (%) | 1369.1764 | 1251.9431 | 117.2333 | 1324.4649 | 199.0082 | 1125.4568 |
Avg Daily Profit (%) | 0.7409 | 0.6775 | 0.0634 | 0.1438 | 0.0593 | 0.1357 |
Buy And Hold Return (%) | 65.6702 | 65.6702 | 65.6702 | 65.6702 | 65.6702 | 65.6702 |
Max Trade Drawdown | -63560 | -87084 | -32295 | -1365766 | -1613532 | -809865 |
Profit Factor | 4.4244 | 6.1025 | 1.7589 | 1.1988 | 1.0506 | 1.4126 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 40.404 | 34 | 46.9388 | 40.404 | 34 | 46.9388 |
Ratio Avg Win / Avg Loss | 6.5259 | 11.846 | 1.9883 | 1.7683 | 2.0394 | 1.5969 |
Largest Winning Trade | 1216603 | 1216603 | 62688 | 1216603 | 1216603 | 942053 |
Largest Losing Trade | -42467 | -42467 | -20892 | -539142 | -539142 | -480081 |
Avg Bars in Trades | 35 | 26 | 44 | 35 | 26 | 44 |
Avg Bars in Winners | 67 | 52 | 77 | 67 | 52 | 77 |
Avg Bars in Losers | 13 | 12 | 15 | 13 | 12 | 15 |
Bars Traded | 3502 | 1321 | 2182 | 3502 | 1321 | 2182 |
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 | 596358 | -165352 | -114302 | -4781 | -466612 | -10676 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 161 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 161 } }, "second_band": { "type": "hlc3", "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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