Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73742.5668 | 325430.7708 | -251688.204 | 4890458.3947 | 1979478.9205 | 2910979.4742 |
Total P&L (%) | 73.7426 | 325.4308 | -251.6882 | 4890.4584 | 1979.4789 | 2910.9795 |
Avg Daily Profit (%) | 0.0295 | 0.1301 | -0.1006 | 0.1565 | 0.1214 | 0.1362 |
Buy And Hold Return (%) | 874.0957 | 874.0957 | 874.0957 | 874.0957 | 874.0957 | 874.0957 |
Max Trade Drawdown | -305006 | -54381 | -338136 | -1098273 | -481020 | -1206688 |
Profit Factor | 1.0906 | 2.9315 | 0.6099 | 2.6453 | 3.3518 | 2.3662 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 143 | 72 | 71 | 81 | 42 | 39 |
Losing Trades | 32 | 15 | 17 | 94 | 45 | 49 |
Profitability (%) | 81.7143 | 82.7586 | 80.6818 | 46.2857 | 48.2759 | 44.3182 |
Ratio Avg Win / Avg Loss | 0.2441 | 0.6107 | 0.146 | 3.0698 | 3.5912 | 2.9729 |
Largest Winning Trade | 68455 | 68455 | 22863 | 2818874 | 550253 | 2818874 |
Largest Losing Trade | -305006 | -51195 | -305006 | -993211 | -207448 | -993211 |
Avg Bars in Trades | 27 | 29 | 24 | 27 | 29 | 24 |
Avg Bars in Winners | 14 | 13 | 14 | 34 | 41 | 27 |
Avg Bars in Losers | 84 | 104 | 67 | 20 | 18 | 22 |
Bars Traded | 4730 | 2566 | 2164 | 4730 | 2566 | 2164 |
Profit Streak | 0 | 437.2216 | 0 | 0 | 317.2216 | 0 |
Trades During Streak | 0 | 16 | 0 | 0 | 12 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -436237 | -176336 | -576586 | 414875 | -28414 | -11308 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 143, "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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