Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1399069.2113 | 1333840.5643 | 65228.6471 | 4215127.0236 | 4467736.0145 | -252608.9909 |
Total P&L (%) | 1399.0692 | 1333.8406 | 65.2286 | 4215.127 | 4467.736 | -252.609 |
Avg Daily Profit (%) | 0.7642 | 0.7286 | 0.0356 | 0.2059 | 0.209 | 0 |
Buy And Hold Return (%) | 562.9464 | 562.9464 | 562.9464 | 562.9464 | 562.9464 | 562.9464 |
Max Trade Drawdown | -185573 | -94100 | -120441 | -1906131 | -974680 | -1819808 |
Profit Factor | 3.3608 | 5.2735 | 1.2325 | 1.4829 | 2.1599 | 0.9482 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 93 | 48 | 45 | 93 | 48 | 45 |
Profitability (%) | 32.6087 | 30.4348 | 34.7826 | 32.6087 | 30.4348 | 34.7826 |
Ratio Avg Win / Avg Loss | 6.9456 | 12.0537 | 2.311 | 3.0647 | 4.9369 | 1.7779 |
Largest Winning Trade | 721076 | 721076 | 76508 | 2040485 | 1737172 | 2040485 |
Largest Losing Trade | -37777 | -37777 | -24579 | -625158 | -410908 | -625158 |
Avg Bars in Trades | 37 | 36 | 38 | 37 | 36 | 38 |
Avg Bars in Winners | 86 | 84 | 87 | 86 | 84 | 87 |
Avg Bars in Losers | 14 | 15 | 13 | 14 | 15 | 13 |
Bars Traded | 5210 | 2521 | 2689 | 5210 | 2521 | 2689 |
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 | 332459 | -93441 | -418169 | 144094 | -97343 | -685876 |
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{ "first_band": { "type": "hilo", "factors": { "length": 0, "offset": 78 } }, "second_band": { "type": "ohlc4", "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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