| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 445498.1505 | 375646.1774 | 69851.9731 | 545344.7198 | 523915.0199 | 21429.6999 |
| Total P&L (%) | 445.4982 | 375.6462 | 69.852 | 545.3447 | 523.915 | 21.4297 |
| Avg Daily Profit (%) | 0.2614 | 0.2205 | 0.041 | 0.1095 | 0.1075 | 0.0114 |
| Buy And Hold Return (%) | 136.3074 | 136.3074 | 136.3074 | 136.3074 | 136.3074 | 136.3074 |
| Max Trade Drawdown | -121630 | -59106 | -98676 | -324059 | -86053 | -324059 |
| Profit Factor | 1.9544 | 3.0041 | 1.2501 | 1.5432 | 2.9029 | 1.0294 |
| Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
| Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
| Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
| Profitability (%) | 65.2174 | 62.8571 | 67.6471 | 65.2174 | 62.8571 | 67.6471 |
| Ratio Avg Win / Avg Loss | 1.0423 | 1.7751 | 0.5979 | 0.823 | 1.7153 | 0.4923 |
| Largest Winning Trade | 150996 | 150996 | 24856 | 126917 | 126917 | 105072 |
| Largest Losing Trade | -68773 | -36277 | -68773 | -324059 | -48523 | -324059 |
| Avg Bars in Trades | 70 | 89 | 50 | 70 | 89 | 50 |
| Avg Bars in Winners | 66 | 74 | 58 | 66 | 74 | 58 |
| Avg Bars in Losers | 77 | 114 | 34 | 77 | 114 | 34 |
| Bars Traded | 4839 | 3123 | 1716 | 4839 | 3123 | 1716 |
| Profit Streak | 8.1087 | 226.4421 | 0 | 8.1087 | 226.4421 | 0 |
| Trades During Streak | 1 | 4 | 0 | 1 | 4 | 0 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | -95478 | 476751 | -303544 | -152079 | -42834 | -530962 |
{
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"interval": "8h",
"packets": 25000,
"actual_packets": 5112,
"evaluation_days": 1704,
"actual_first_datapoint_time": 1611734400000,
"first_datapoint_time": 1615651200000,
"last_datapoint_time": 1758931200000,
"evaluation_time": 1758940593313,
"expiration_time": 1763347968000,
"calculated_commission": 0.001,
"initial_balance": 100000
} {
"first_band": {
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"factors": {
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},
"second_band": {
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}
} {
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"Avg Bars in Winners",
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{
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}
| # | 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) |
|---|