Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1412809.8819 | 1315795.0633 | 97014.8186 | 9130599.9756 | 7285616.6567 | 1844983.319 |
Total P&L (%) | 1412.8099 | 1315.7951 | 97.0148 | 9130.6 | 7285.6167 | 1844.9833 |
Avg Daily Profit (%) | 0.7791 | 0.7256 | 0.0535 | 0.2499 | 0.2375 | 0.1638 |
Buy And Hold Return (%) | 509.4956 | 509.4956 | 509.4956 | 509.4956 | 509.4956 | 509.4956 |
Max Trade Drawdown | -88689 | -56570 | -73415 | -10984649 | -4978987 | -6814451 |
Profit Factor | 2.8105 | 4.5139 | 1.239 | 1.2159 | 1.3429 | 1.0877 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Losing Trades | 155 | 76 | 79 | 155 | 76 | 79 |
Profitability (%) | 28.8991 | 30.2752 | 27.5229 | 28.8991 | 30.2752 | 27.5229 |
Ratio Avg Win / Avg Loss | 6.9147 | 10.3957 | 3.2627 | 2.9915 | 3.0927 | 2.8642 |
Largest Winning Trade | 761946 | 761946 | 77400 | 6520945 | 6520945 | 4062450 |
Largest Losing Trade | -26916 | -18038 | -26916 | -1487165 | -1487165 | -1243104 |
Avg Bars in Trades | 24 | 22 | 27 | 24 | 22 | 27 |
Avg Bars in Winners | 63 | 55 | 73 | 63 | 55 | 73 |
Avg Bars in Losers | 8 | 7 | 9 | 8 | 7 | 9 |
Bars Traded | 5375 | 2424 | 2951 | 5375 | 2424 | 2951 |
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 | 137799 | 317862 | -305108 | -2066 | 77706 | -136490 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 55, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 55, "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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