Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1697368.2313 | 1578590.9993 | 118777.232 | 10177470.895 | 4531489.4344 | 5645981.4606 |
Total P&L (%) | 1697.3682 | 1578.591 | 118.7772 | 10177.4709 | 4531.4894 | 5645.9815 |
Avg Daily Profit (%) | 0.9089 | 0.8453 | 0.0636 | 0.2484 | 0.2056 | 0.2172 |
Buy And Hold Return (%) | 626.2923 | 626.2923 | 626.2923 | 626.2923 | 626.2923 | 626.2923 |
Max Trade Drawdown | -138953 | -60813 | -107722 | -5090713 | -4124078 | -2885226 |
Profit Factor | 3.9277 | 6.1777 | 1.4321 | 1.4882 | 1.3798 | 1.6333 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 39 | 15 | 24 | 39 | 15 | 24 |
Losing Trades | 92 | 51 | 41 | 92 | 51 | 41 |
Profitability (%) | 29.771 | 22.7273 | 36.9231 | 29.771 | 22.7273 | 36.9231 |
Ratio Avg Win / Avg Loss | 9.2653 | 21.0042 | 2.4465 | 3.5107 | 4.6915 | 2.7902 |
Largest Winning Trade | 893046 | 893046 | 60731 | 6312360 | 6312360 | 5258222 |
Largest Losing Trade | -25576 | -17402 | -25576 | -1339674 | -945544 | -1339674 |
Avg Bars in Trades | 27 | 21 | 34 | 27 | 21 | 34 |
Avg Bars in Winners | 72 | 67 | 75 | 72 | 67 | 75 |
Avg Bars in Losers | 8 | 7 | 10 | 8 | 7 | 10 |
Bars Traded | 3615 | 1398 | 2217 | 3615 | 1398 | 2217 |
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 | 314575 | -145815 | -408822 | 94832 | -154243 | -125766 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 78, "offset": 0 } }, "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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