Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1125177.0661 | 152829.3944 | -1278006.4605 | 798688.318 | -3851905.4371 | 4650593.7551 |
Total P&L (%) | -1125.1771 | 152.8294 | -1278.0065 | 798.6883 | -3851.9054 | 4650.5938 |
Avg Daily Profit (%) | -0.5729 | 0.0778 | -0.6507 | 0.1119 | 0 | 0.1968 |
Buy And Hold Return (%) | 1867.8423 | 1867.8423 | 1867.8423 | 1867.8423 | 1867.8423 | 1867.8423 |
Max Trade Drawdown | -1314135 | -111828 | -1381738 | -11706411 | -9993355 | -4261745 |
Profit Factor | 0.4455 | 1.444 | 0.2416 | 1.031 | 0.7465 | 1.4414 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 131 | 64 | 67 | 129 | 62 | 67 |
Losing Trades | 44 | 23 | 21 | 46 | 25 | 21 |
Profitability (%) | 74.8571 | 73.5632 | 76.1364 | 73.7143 | 71.2644 | 76.1364 |
Ratio Avg Win / Avg Loss | 0.1497 | 0.519 | 0.0757 | 0.3677 | 0.301 | 0.4518 |
Largest Winning Trade | 46178 | 46178 | 33233 | 4283502 | 1611949 | 4283502 |
Largest Losing Trade | -1109675 | -61531 | -1109675 | -7481518 | -7481518 | -2696000 |
Avg Bars in Trades | 21 | 24 | 18 | 21 | 24 | 18 |
Avg Bars in Winners | 7 | 6 | 7 | 7 | 6 | 8 |
Avg Bars in Losers | 65 | 76 | 53 | 61 | 70 | 51 |
Bars Traded | 3820 | 2168 | 1652 | 3820 | 2168 | 1652 |
Profit Streak | 413.7038 | 0 | 570.2038 | 413.7038 | 0 | 570.2038 |
Trades During Streak | 1 | 0 | 6 | 1 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575775 | -252244 | -575768 | -392209 | -577787 | 312381 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 76, "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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