Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400338.3817 | 103380.4224 | 296957.9593 | 1409275.4408 | 219142.6706 | 1190132.7702 |
Total P&L (%) | 400.3384 | 103.3804 | 296.958 | 1409.2754 | 219.1427 | 1190.1328 |
Avg Daily Profit (%) | 0.262 | 0.0677 | 0.1943 | 0.1778 | 0.076 | 0.1675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58596 | -54649 | -33000 | -1251242 | -857855 | -773787 |
Profit Factor | 2.3262 | 1.6081 | 3.252 | 1.3116 | 1.0924 | 1.5532 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 30 | 11 | 19 | 30 | 11 | 19 |
Losing Trades | 62 | 35 | 27 | 62 | 35 | 27 |
Profitability (%) | 32.6087 | 23.913 | 41.3043 | 32.6087 | 23.913 | 41.3043 |
Ratio Avg Win / Avg Loss | 4.8076 | 5.1168 | 4.6212 | 2.7106 | 3.4758 | 2.2071 |
Largest Winning Trade | 81975 | 81975 | 73014 | 925578 | 725901 | 925578 |
Largest Losing Trade | -16054 | -16054 | -13221 | -338339 | -176507 | -338339 |
Avg Bars in Trades | 32 | 19 | 44 | 32 | 19 | 44 |
Avg Bars in Winners | 80 | 51 | 96 | 80 | 51 | 96 |
Avg Bars in Losers | 8 | 9 | 7 | 8 | 9 | 7 |
Bars Traded | 2946 | 900 | 2046 | 2946 | 900 | 2046 |
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 | 218266 | -134084 | 377314 | 93447 | -243807 | 258986 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 68, "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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