Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 313971.8197 | 254236.8401 | 59734.9795 | -319326.3959 | -102268.3611 | -217058.0348 |
Total P&L (%) | 313.9718 | 254.2368 | 59.735 | -319.3264 | -102.2684 | -217.058 |
Avg Daily Profit (%) | 0.251 | 0.2032 | 0.0478 | 0 | 0 | 0 |
Buy And Hold Return (%) | 48.7061 | 48.7061 | 48.7061 | 48.7061 | 48.7061 | 48.7061 |
Max Trade Drawdown | -131920 | -54433 | -120110 | -252052 | -130791 | -176911 |
Profit Factor | 1.6657 | 2.4922 | 1.1983 | 0.4394 | 0.6169 | 0.2828 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 102 | 50 | 52 | 22 | 11 | 11 |
Losing Trades | 21 | 11 | 10 | 101 | 50 | 51 |
Profitability (%) | 82.9268 | 81.9672 | 83.871 | 17.8862 | 18.0328 | 17.7419 |
Ratio Avg Win / Avg Loss | 0.3429 | 0.5483 | 0.2304 | 2.0171 | 2.8042 | 1.3109 |
Largest Winning Trade | 27889 | 27889 | 19155 | 122553 | 122553 | 32704 |
Largest Losing Trade | -120110 | -54433 | -120110 | -82868 | -29943 | -82868 |
Avg Bars in Trades | 18 | 23 | 14 | 18 | 23 | 14 |
Avg Bars in Winners | 8 | 10 | 7 | 47 | 63 | 30 |
Avg Bars in Losers | 67 | 81 | 53 | 12 | 14 | 11 |
Bars Traded | 2331 | 1414 | 917 | 2331 | 1414 | 917 |
Profit Streak | 40.0434 | 91.0434 | 40.0434 | 0 | 0 | 0 |
Trades During Streak | 6 | 5 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 528757 | -147442 | -376738 | -638564 | -800202 | -795095 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 91, "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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