Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 172363.1361 | -12911.8124 | 185274.9485 | 105695.2369 | -98984.708 | 204679.9449 |
Total P&L (%) | 172.3631 | -12.9118 | 185.2749 | 105.6952 | -98.9847 | 204.6799 |
Avg Daily Profit (%) | 0.1668 | -0.0125 | 0.1793 | 0.0698 | -0.4431 | 0.1079 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61875 | -76667 | -7162 | -93855 | -155185 | -4116 |
Profit Factor | 1.8379 | 0.9332 | 15.9058 | 1.3576 | 0.6519 | 19.1644 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 62 | 30 | 32 | 62 | 30 | 32 |
Losing Trades | 14 | 8 | 6 | 14 | 8 | 6 |
Profitability (%) | 81.5789 | 78.9474 | 84.2105 | 81.5789 | 78.9474 | 84.2105 |
Ratio Avg Win / Avg Loss | 0.415 | 0.2489 | 2.9823 | 0.3065 | 0.1738 | 3.5933 |
Largest Winning Trade | 44181 | 44181 | 32663 | 30837 | 27710 | 30837 |
Largest Losing Trade | -54821 | -54821 | -7162 | -91385 | -91385 | -4116 |
Avg Bars in Trades | 50 | 72 | 27 | 50 | 72 | 27 |
Avg Bars in Winners | 19 | 20 | 19 | 19 | 20 | 19 |
Avg Bars in Losers | 183 | 270 | 69 | 183 | 270 | 69 |
Bars Traded | 3807 | 2761 | 1046 | 3807 | 2761 | 1046 |
Profit Streak | 12.9642 | 112.2142 | 12.9642 | 12.9642 | 112.2142 | 12.9642 |
Trades During Streak | 2 | 7 | 1 | 2 | 7 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -40329 | -575512 | 762136 | -149335 | -575512 | -34993 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 37, "offset": 244 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 37, "offset": 244 } } }
# | 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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