Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275875.4208 | 6269.6414 | 269605.7794 | 462383.9111 | -58412.4352 | 520796.3462 |
Total P&L (%) | 275.8754 | 6.2696 | 269.6058 | 462.3839 | -58.4124 | 520.7963 |
Avg Daily Profit (%) | 0.181 | 0.0041 | 0.1768 | 0.1133 | -0.0575 | 0.1198 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98086 | -95796 | -38051 | -241225 | -244387 | -104423 |
Profit Factor | 2.14 | 1.0404 | 4.1 | 1.7292 | 0.8601 | 3.4062 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 53.8462 | 53.125 | 54.5455 | 53.8462 | 53.125 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.8343 | 0.918 | 3.4167 | 1.4822 | 0.7589 | 2.8385 |
Largest Winning Trade | 60269 | 46894 | 60269 | 155685 | 155685 | 118839 |
Largest Losing Trade | -39635 | -39635 | -22259 | -126859 | -126859 | -76074 |
Avg Bars in Trades | 42 | 30 | 54 | 42 | 30 | 54 |
Avg Bars in Winners | 63 | 32 | 92 | 63 | 32 | 92 |
Avg Bars in Losers | 18 | 28 | 8 | 18 | 28 | 8 |
Bars Traded | 2775 | 987 | 1788 | 2775 | 987 | 1788 |
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 | -123972 | -530432 | 544412 | -175010 | -580405 | -25527 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 177 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 177 } }, "second_band": { "type": "midpoint", "factors": { "length": 135, "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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