Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182086.5919 | 203495.5712 | -21408.9794 | -82546.9983 | 25414.934 | -107961.9323 |
Total P&L (%) | 182.0866 | 203.4956 | -21.409 | -82.547 | 25.4149 | -107.9619 |
Avg Daily Profit (%) | 0.1475 | 0.1649 | -0.0173 | -0.1413 | 0.0183 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -160328 | -56934 | -172850 | -131695 | -19363 | -133247 |
Profit Factor | 1.2122 | 1.5818 | 0.9579 | 0.7026 | 1.3196 | 0.4549 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 265 | 132 | 133 | 265 | 132 | 133 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 76.8116 | 76.7442 | 76.8786 | 76.8116 | 76.7442 | 76.8786 |
Ratio Avg Win / Avg Loss | 0.3659 | 0.4793 | 0.2881 | 0.2121 | 0.3999 | 0.1368 |
Largest Winning Trade | 16055 | 16055 | 14838 | 12727 | 12727 | 12705 |
Largest Losing Trade | -87886 | -40636 | -87886 | -113479 | -14725 | -113479 |
Avg Bars in Trades | 20 | 22 | 18 | 20 | 22 | 18 |
Avg Bars in Winners | 9 | 9 | 9 | 9 | 9 | 9 |
Avg Bars in Losers | 56 | 64 | 47 | 56 | 64 | 47 |
Bars Traded | 7049 | 3879 | 3170 | 7049 | 3879 | 3170 |
Profit Streak | 17.8954 | 17.8954 | 33.2288 | 17.8954 | 17.8954 | 33.2288 |
Trades During Streak | 9 | 4 | 5 | 9 | 4 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324681 | 470746 | -575130 | -573525 | -167707 | -575130 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 79, "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) |
---|