Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115903.518 | 24273.5306 | 91629.9875 | 83891.0319 | 29915.6269 | 53975.405 |
Total P&L (%) | 115.9035 | 24.2735 | 91.63 | 83.891 | 29.9156 | 53.9754 |
Avg Daily Profit (%) | 0.2225 | 0.0466 | 0.1759 | 0.117 | 0.0503 | 0.0829 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -77885 | -69530 | -55897 | -89315 | -65261 | -71752 |
Profit Factor | 1.2345 | 1.0933 | 1.3917 | 1.1609 | 1.116 | 1.2048 |
Total Trades | 407 | 204 | 203 | 407 | 204 | 203 |
Winning Trades | 215 | 110 | 105 | 215 | 110 | 105 |
Losing Trades | 192 | 94 | 98 | 192 | 94 | 98 |
Profitability (%) | 52.8256 | 53.9216 | 51.7241 | 52.8256 | 53.9216 | 51.7241 |
Ratio Avg Win / Avg Loss | 1.1025 | 0.9342 | 1.2989 | 1.0367 | 0.9537 | 1.1245 |
Largest Winning Trade | 20427 | 20427 | 15665 | 23221 | 23221 | 22976 |
Largest Losing Trade | -36420 | -28207 | -36420 | -53490 | -26094 | -53490 |
Avg Bars in Trades | 60 | 62 | 58 | 60 | 62 | 58 |
Avg Bars in Winners | 45 | 46 | 44 | 45 | 46 | 44 |
Avg Bars in Losers | 77 | 81 | 72 | 77 | 81 | 72 |
Bars Traded | 24598 | 12770 | 11828 | 24598 | 12770 | 11828 |
Profit Streak | 3.726 | 7.976 | 0 | 3.726 | 7.976 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322159 | -252297 | 295979 | -78831 | -221463 | -83669 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 228 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 228 } } }
# | 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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