Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1414608.3555 | 1307715.9393 | 106892.4162 | 10122059.5333 | 8329178.2914 | 1792881.2418 |
Total P&L (%) | 1414.6084 | 1307.7159 | 106.8924 | 10122.0595 | 8329.1783 | 1792.8812 |
Avg Daily Profit (%) | 0.7798 | 0.7209 | 0.0589 | 0.2554 | 0.2447 | 0.1622 |
Buy And Hold Return (%) | 531.6715 | 531.6715 | 531.6715 | 531.6715 | 531.6715 | 531.6715 |
Max Trade Drawdown | -83186 | -50275 | -55909 | -13912131 | -8036202 | -9321734 |
Profit Factor | 2.9497 | 4.6821 | 1.2886 | 1.1685 | 1.2731 | 1.0606 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 29.703 | 31.6832 | 27.7228 | 29.703 | 31.6832 | 27.7228 |
Ratio Avg Win / Avg Loss | 6.981 | 10.0957 | 3.3596 | 2.7655 | 2.7452 | 2.7652 |
Largest Winning Trade | 761946 | 761946 | 76086 | 10233907 | 10233907 | 5630236 |
Largest Losing Trade | -26916 | -18038 | -26916 | -1774566 | -1774566 | -1585580 |
Avg Bars in Trades | 26 | 23 | 29 | 26 | 23 | 29 |
Avg Bars in Winners | 67 | 57 | 79 | 67 | 57 | 79 |
Avg Bars in Losers | 9 | 8 | 10 | 9 | 8 | 10 |
Bars Traded | 5372 | 2408 | 2964 | 5372 | 2408 | 2964 |
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 | 268639 | 327477 | -296712 | -33297 | 83542 | -165619 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 58, "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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