Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1709232.2346 | 1513002.8673 | 196229.3674 | 62802010.028 | 44504149.7093 | 18297860.3186 |
Total P&L (%) | 1709.2322 | 1513.0029 | 196.2294 | 62802.01 | 44504.1497 | 18297.8603 |
Avg Daily Profit (%) | 0.9426 | 0.8344 | 0.1082 | 0.356 | 0.337 | 0.288 |
Buy And Hold Return (%) | 611.3821 | 611.3821 | 611.3821 | 611.3821 | 611.3821 | 611.3821 |
Max Trade Drawdown | -78190 | -51777 | -64944 | -45409681 | -33220068 | -26278535 |
Profit Factor | 3.2504 | 5.0669 | 1.5064 | 1.3273 | 1.4461 | 1.1986 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Losing Trades | 171 | 90 | 81 | 171 | 90 | 81 |
Profitability (%) | 31.0484 | 27.4194 | 34.6774 | 31.0484 | 27.4194 | 34.6774 |
Ratio Avg Win / Avg Loss | 7.2184 | 13.4125 | 2.8376 | 2.9477 | 3.828 | 2.2579 |
Largest Winning Trade | 887631 | 887631 | 77400 | 34374621 | 34374621 | 20486531 |
Largest Losing Trade | -23691 | -16159 | -23691 | -12485740 | -12485740 | -9355574 |
Avg Bars in Trades | 21 | 19 | 23 | 21 | 19 | 23 |
Avg Bars in Winners | 50 | 49 | 51 | 50 | 49 | 51 |
Avg Bars in Losers | 8 | 8 | 8 | 8 | 8 | 8 |
Bars Traded | 5383 | 2462 | 2921 | 5383 | 2462 | 2921 |
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 | 374959 | -1783 | -217747 | 177778 | -7802 | 70388 |
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{ "first_band": { "type": "midprice", "factors": { "length": 45, "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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