Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 185484.2772 | 112809.7898 | 72674.4875 | 80056.7112 | 25282.7428 | 54773.9685 |
Total P&L (%) | 185.4843 | 112.8098 | 72.6745 | 80.0567 | 25.2827 | 54.774 |
Avg Daily Profit (%) | 0.1781 | 0.1083 | 0.0698 | 0.0565 | 0.0216 | 0.0419 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -108117 | -60823 | -70297 | -286459 | -166075 | -151925 |
Profit Factor | 1.2604 | 1.3372 | 1.1923 | 1.0788 | 1.0523 | 1.1029 |
Total Trades | 611 | 305 | 306 | 611 | 305 | 306 |
Winning Trades | 475 | 236 | 239 | 475 | 236 | 239 |
Losing Trades | 136 | 69 | 67 | 136 | 69 | 67 |
Profitability (%) | 77.7414 | 77.377 | 78.1046 | 77.7414 | 77.377 | 78.1046 |
Ratio Avg Win / Avg Loss | 0.3609 | 0.391 | 0.3343 | 0.3089 | 0.3077 | 0.3092 |
Largest Winning Trade | 26204 | 26204 | 20277 | 67584 | 18262 | 67584 |
Largest Losing Trade | -63718 | -35075 | -63718 | -135387 | -135387 | -93020 |
Avg Bars in Trades | 39 | 43 | 35 | 39 | 43 | 35 |
Avg Bars in Winners | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Losers | 105 | 114 | 95 | 105 | 114 | 95 |
Bars Traded | 24215 | 13291 | 10924 | 24215 | 13291 | 10924 |
Profit Streak | 12.0888 | 12.0888 | 23.4221 | 12.0888 | 12.0888 | 23.4221 |
Trades During Streak | 7 | 3 | 9 | 7 | 3 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 521579 | -43663 | -104047 | -244127 | -326062 | -240515 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 227, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 227, "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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