Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1195640.8798 | 1089370.5207 | 106270.3591 | 5676508.4245 | 5319176.3241 | 357332.1004 |
Total P&L (%) | 1195.6409 | 1089.3705 | 106.2704 | 5676.5084 | 5319.1763 | 357.3321 |
Avg Daily Profit (%) | 0.6577 | 0.5992 | 0.0585 | 0.2234 | 0.2199 | 0.0837 |
Buy And Hold Return (%) | 708.8829 | 708.8829 | 708.8829 | 708.8829 | 708.8829 | 708.8829 |
Max Trade Drawdown | -75124 | -81518 | -50130 | -9666688 | -4468541 | -5806851 |
Profit Factor | 4.2497 | 6.3266 | 1.6503 | 1.231 | 1.4042 | 1.0313 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 57.377 | 50 | 64.5161 | 57.377 | 50 | 64.5161 |
Ratio Avg Win / Avg Loss | 3.1569 | 6.3266 | 0.9077 | 0.9144 | 1.4042 | 0.5672 |
Largest Winning Trade | 543275 | 543275 | 50095 | 8173979 | 8173979 | 4009480 |
Largest Losing Trade | -50130 | -34013 | -50130 | -5806851 | -3859837 | -5806851 |
Avg Bars in Trades | 56 | 52 | 59 | 56 | 52 | 59 |
Avg Bars in Winners | 71 | 76 | 66 | 71 | 76 | 66 |
Avg Bars in Losers | 35 | 29 | 45 | 35 | 29 | 45 |
Bars Traded | 3421 | 1588 | 1833 | 3421 | 1588 | 1833 |
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 | -154827 | 358320 | -278454 | -158810 | 319705 | -432963 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 119 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 119 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "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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