Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1220787.5454 | 1019927.5425 | 200860.0028 | 62424187.7438 | 43222167.4739 | 19202020.2699 |
Total P&L (%) | 1220.7875 | 1019.9275 | 200.86 | 62424.1877 | 43222.1675 | 19202.0203 |
Avg Daily Profit (%) | 0.488 | 0.4077 | 0.0803 | 0.2577 | 0.243 | 0.2106 |
Buy And Hold Return (%) | 396.6256 | 396.6256 | 396.6256 | 396.6256 | 396.6256 | 396.6256 |
Max Trade Drawdown | -65782 | -58415 | -63259 | -39502076 | -27885396 | -21226033 |
Profit Factor | 3.2022 | 5.1144 | 1.6554 | 1.4057 | 1.5284 | 1.2663 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Losing Trades | 107 | 56 | 51 | 107 | 56 | 51 |
Profitability (%) | 34.7561 | 31.7073 | 37.8049 | 34.7561 | 31.7073 | 37.8049 |
Ratio Avg Win / Avg Loss | 6.0111 | 11.0156 | 2.7234 | 2.6387 | 3.292 | 2.0833 |
Largest Winning Trade | 349265 | 349265 | 58780 | 47708041 | 47708041 | 30414627 |
Largest Losing Trade | -28720 | -15398 | -28720 | -9704997 | -9704997 | -7576073 |
Avg Bars in Trades | 29 | 25 | 34 | 29 | 25 | 34 |
Avg Bars in Winners | 71 | 63 | 77 | 71 | 63 | 77 |
Avg Bars in Losers | 8 | 7 | 8 | 8 | 7 | 8 |
Bars Traded | 4917 | 2094 | 2823 | 4917 | 2094 | 2823 |
Profit Streak | 0 | 0 | 23.2877 | 0 | 0 | 23.2877 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316318 | 104610 | -257042 | 200890 | -298 | 16672 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 69, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 69, "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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