Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1363438.5024 | -58413.9196 | -1305024.5828 | -283304.6909 | -4266935.5527 | 3983630.8618 |
Total P&L (%) | -1363.4385 | -58.4139 | -1305.0246 | -283.3047 | -4266.9356 | 3983.6309 |
Avg Daily Profit (%) | -0.7486 | -0.0321 | -0.7166 | 0 | 0 | 0.2039 |
Buy And Hold Return (%) | 597.9793 | 597.9793 | 597.9793 | 597.9793 | 597.9793 | 597.9793 |
Max Trade Drawdown | -1461718 | -206646 | -1355144 | -13868874 | -11155361 | -2782511 |
Profit Factor | 0.3182 | 0.8465 | 0.194 | 0.9871 | 0.6836 | 1.4741 |
Total Trades | 200 | 100 | 100 | 200 | 100 | 100 |
Winning Trades | 159 | 78 | 81 | 92 | 44 | 48 |
Losing Trades | 41 | 22 | 19 | 108 | 56 | 52 |
Profitability (%) | 79.5 | 78 | 81 | 46 | 44 | 48 |
Ratio Avg Win / Avg Loss | 0.082 | 0.2387 | 0.0455 | 1.1587 | 0.87 | 1.5969 |
Largest Winning Trade | 24072 | 24072 | 15675 | 5399968 | 1702983 | 5399968 |
Largest Losing Trade | -754283 | -75049 | -754283 | -9552391 | -9552391 | -2617344 |
Avg Bars in Trades | 35 | 41 | 29 | 35 | 41 | 29 |
Avg Bars in Winners | 11 | 11 | 10 | 35 | 40 | 31 |
Avg Bars in Losers | 129 | 145 | 111 | 34 | 41 | 27 |
Bars Traded | 7079 | 4104 | 2975 | 7079 | 4104 | 2975 |
Profit Streak | 33.5144 | 69.2644 | 33.5144 | 0 | 0 | 0 |
Trades During Streak | 9 | 7 | 4 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574241 | -575573 | -575021 | -579619 | -583398 | 335404 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 142, "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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