Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1393477.7695 | 1136759.6817 | 256718.0878 | 75087495.8803 | 39202132.6217 | 35885363.2585 |
Total P&L (%) | 1393.4778 | 1136.7597 | 256.7181 | 75087.4959 | 39202.1326 | 35885.3633 |
Avg Daily Profit (%) | 0.6025 | 0.4915 | 0.111 | 0.2867 | 0.2586 | 0.2548 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98872 | -62912 | -65945 | -60451030 | -44033260 | -31493238 |
Profit Factor | 2.8717 | 4.0891 | 1.6818 | 1.2695 | 1.2704 | 1.2685 |
Total Trades | 215 | 108 | 107 | 215 | 108 | 107 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 152 | 75 | 77 | 152 | 75 | 77 |
Profitability (%) | 29.3023 | 30.5556 | 28.0374 | 29.3023 | 30.5556 | 28.0374 |
Ratio Avg Win / Avg Loss | 6.9286 | 9.2935 | 4.3167 | 3.0628 | 2.8872 | 3.2558 |
Largest Winning Trade | 467216 | 467216 | 84231 | 36413824 | 36413824 | 35094167 |
Largest Losing Trade | -18269 | -17588 | -18269 | -12985588 | -12985588 | -9421434 |
Avg Bars in Trades | 31 | 24 | 37 | 31 | 24 | 37 |
Avg Bars in Winners | 83 | 61 | 108 | 83 | 61 | 108 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 6668 | 2651 | 4017 | 6668 | 2651 | 4017 |
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 | 260375 | 363788 | -58331 | 2160 | 72069 | -7188 |
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{ "first_band": { "type": "midprice", "factors": { "length": 107, "offset": 0 } }, "second_band": { "type": "hl2", "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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