Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1624240.2838 | 1459350.8984 | 164889.3854 | 37803179.9231 | 27812113.2737 | 9991066.6494 |
Total P&L (%) | 1624.2403 | 1459.3509 | 164.8894 | 37803.1799 | 27812.1133 | 9991.0666 |
Avg Daily Profit (%) | 0.8902 | 0.7998 | 0.0904 | 0.3259 | 0.3091 | 0.2532 |
Buy And Hold Return (%) | 682.392 | 682.392 | 682.392 | 682.392 | 682.392 | 682.392 |
Max Trade Drawdown | -100492 | -57096 | -69993 | -42811190 | -18701425 | -25623747 |
Profit Factor | 3.3316 | 5.3872 | 1.453 | 1.2812 | 1.4017 | 1.1532 |
Total Trades | 211 | 105 | 106 | 211 | 105 | 106 |
Winning Trades | 69 | 36 | 33 | 69 | 36 | 33 |
Losing Trades | 142 | 69 | 73 | 142 | 69 | 73 |
Profitability (%) | 32.7014 | 34.2857 | 31.1321 | 32.7014 | 34.2857 | 31.1321 |
Ratio Avg Win / Avg Loss | 6.8563 | 10.3256 | 3.2142 | 2.6366 | 2.6866 | 2.5511 |
Largest Winning Trade | 887631 | 887631 | 77400 | 22476548 | 22476548 | 12180242 |
Largest Losing Trade | -23691 | -18686 | -23691 | -6288982 | -6288982 | -5886458 |
Avg Bars in Trades | 25 | 22 | 28 | 25 | 22 | 28 |
Avg Bars in Winners | 58 | 49 | 68 | 58 | 49 | 68 |
Avg Bars in Losers | 9 | 8 | 9 | 9 | 8 | 9 |
Bars Traded | 5380 | 2407 | 2973 | 5380 | 2407 | 2973 |
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 | 356941 | 330127 | -243296 | 174569 | 168440 | -49707 |
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{ "first_band": { "type": "midprice", "factors": { "length": 53, "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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