Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1567264.0727 | 1440718.2554 | 126545.8172 | 18140918.2936 | 13726582.3787 | 4414335.9149 |
Total P&L (%) | 1567.2641 | 1440.7183 | 126.5458 | 18140.9183 | 13726.5824 | 4414.3359 |
Avg Daily Profit (%) | 0.8642 | 0.7944 | 0.0698 | 0.2875 | 0.2722 | 0.2103 |
Buy And Hold Return (%) | 524.4884 | 524.4884 | 524.4884 | 524.4884 | 524.4884 | 524.4884 |
Max Trade Drawdown | -161157 | -77098 | -98552 | -21065122 | -10061443 | -13646962 |
Profit Factor | 3.0001 | 4.8839 | 1.3067 | 1.2607 | 1.3857 | 1.1299 |
Total Trades | 253 | 126 | 127 | 253 | 126 | 127 |
Winning Trades | 71 | 38 | 33 | 71 | 38 | 33 |
Losing Trades | 182 | 88 | 94 | 182 | 88 | 94 |
Profitability (%) | 28.0632 | 30.1587 | 25.9843 | 28.0632 | 30.1587 | 25.9843 |
Ratio Avg Win / Avg Loss | 7.6904 | 11.3102 | 3.722 | 3.2318 | 3.2089 | 3.2185 |
Largest Winning Trade | 888075 | 888075 | 77400 | 12217350 | 12217350 | 5885518 |
Largest Losing Trade | -14829 | -14829 | -13348 | -2377766 | -2377766 | -2317557 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 74 | 62 | 89 | 74 | 62 | 89 |
Avg Bars in Losers | 10 | 9 | 10 | 10 | 9 | 10 |
Bars Traded | 7176 | 3215 | 3961 | 7176 | 3215 | 3961 |
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 | 40246 | 354031 | -290002 | -4971 | 97745 | -94093 |
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{ "first_band": { "type": "midprice", "factors": { "length": 70, "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) |
---|