Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 344549.3925 | 264066.0452 | 80483.3472 | 181468.5666 | 33466.8227 | 148001.7439 |
Total P&L (%) | 344.5494 | 264.066 | 80.4833 | 181.4686 | 33.4668 | 148.0017 |
Avg Daily Profit (%) | 0.1946 | 0.1491 | 0.0454 | 0.0585 | 0.0163 | 0.0513 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64373 | -78457 | -56920 | -168318 | -213450 | -79694 |
Profit Factor | 1.7354 | 2.0163 | 1.3856 | 1.2081 | 1.0632 | 1.4324 |
Total Trades | 99 | 50 | 49 | 99 | 50 | 49 |
Winning Trades | 48 | 22 | 26 | 48 | 22 | 26 |
Losing Trades | 51 | 28 | 23 | 51 | 28 | 23 |
Profitability (%) | 48.4848 | 44 | 53.0612 | 48.4848 | 44 | 53.0612 |
Ratio Avg Win / Avg Loss | 1.8438 | 2.5662 | 1.2257 | 1.2836 | 1.3532 | 1.2671 |
Largest Winning Trade | 195109 | 195109 | 46133 | 150402 | 150402 | 83303 |
Largest Losing Trade | -38930 | -38930 | -34746 | -115164 | -115164 | -56217 |
Avg Bars in Trades | 34 | 33 | 35 | 34 | 33 | 35 |
Avg Bars in Winners | 34 | 29 | 38 | 34 | 29 | 38 |
Avg Bars in Losers | 33 | 36 | 31 | 33 | 36 | 31 |
Bars Traded | 3387 | 1660 | 1727 | 3387 | 1660 | 1727 |
Profit Streak | 35.2511 | 35.2511 | 45.7511 | 35.2511 | 35.2511 | 45.7511 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 415088 | -172012 | -130124 | -114684 | -506737 | -122033 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 147 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 48 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 147 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 48 } } }
# | 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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