Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 731159.775 | 623070.9138 | 108088.8613 | 2294482.9124 | 717055.8199 | 1577427.0925 |
Total P&L (%) | 731.1598 | 623.0709 | 108.0889 | 2294.4829 | 717.0558 | 1577.4271 |
Avg Daily Profit (%) | 0.3949 | 0.3366 | 0.0584 | 0.1717 | 0.1135 | 0.1524 |
Buy And Hold Return (%) | 58.0114 | 58.0114 | 58.0114 | 58.0114 | 58.0114 | 58.0114 |
Max Trade Drawdown | -136843 | -94978 | -227634 | -8156044 | -4061640 | -4493168 |
Profit Factor | 1.3313 | 1.5857 | 1.0946 | 1.0634 | 1.039 | 1.0887 |
Total Trades | 893 | 446 | 447 | 893 | 446 | 447 |
Winning Trades | 285 | 139 | 146 | 285 | 139 | 146 |
Losing Trades | 608 | 307 | 301 | 608 | 307 | 301 |
Profitability (%) | 31.9149 | 31.1659 | 32.6622 | 31.9149 | 31.1659 | 32.6622 |
Ratio Avg Win / Avg Loss | 2.8401 | 3.5022 | 2.2566 | 2.2686 | 2.2947 | 2.2445 |
Largest Winning Trade | 99782 | 99782 | 46650 | 2001992 | 1520795 | 2001992 |
Largest Losing Trade | -17544 | -14351 | -17544 | -926158 | -874061 | -926158 |
Avg Bars in Trades | 12 | 11 | 12 | 12 | 11 | 12 |
Avg Bars in Winners | 26 | 25 | 27 | 26 | 25 | 27 |
Avg Bars in Losers | 5 | 5 | 5 | 5 | 5 | 5 |
Bars Traded | 11078 | 5281 | 5797 | 11078 | 5281 | 5797 |
Profit Streak | 9.9819 | 0 | 11.6486 | 9.9819 | 0 | 11.6486 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347846 | 247481 | -242225 | -143281 | -222834 | -118252 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 23, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 23, "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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