Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1688016.4345 | 1654121.8055 | 33894.6289 | 998777.4174 | 1132964.9376 | -134187.5202 |
Total P&L (%) | 1688.0164 | 1654.1218 | 33.8946 | 998.7774 | 1132.9649 | -134.1875 |
Avg Daily Profit (%) | 0.9428 | 0.9238 | 0.0189 | 0.134 | 0.1404 | 0 |
Buy And Hold Return (%) | 275.7465 | 275.7465 | 275.7465 | 275.7465 | 275.7465 | 275.7465 |
Max Trade Drawdown | -113091 | -100523 | -106627 | -2377692 | -2721699 | -1701036 |
Profit Factor | 3.5127 | 7.2035 | 1.0837 | 1.0766 | 1.2174 | 0.9829 |
Total Trades | 178 | 89 | 89 | 178 | 89 | 89 |
Winning Trades | 80 | 42 | 38 | 80 | 42 | 38 |
Losing Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Profitability (%) | 44.9438 | 47.191 | 42.6966 | 44.9438 | 47.191 | 42.6966 |
Ratio Avg Win / Avg Loss | 4.303 | 8.0611 | 1.4544 | 1.3188 | 1.3623 | 1.3191 |
Largest Winning Trade | 1183120 | 1183120 | 66139 | 2909040 | 2909040 | 1216298 |
Largest Losing Trade | -51275 | -29347 | -51275 | -1583427 | -836085 | -1583427 |
Avg Bars in Trades | 57 | 44 | 71 | 57 | 44 | 71 |
Avg Bars in Winners | 93 | 64 | 124 | 93 | 64 | 124 |
Avg Bars in Losers | 29 | 26 | 31 | 29 | 26 | 31 |
Bars Traded | 10299 | 3927 | 6371 | 10299 | 3927 | 6371 |
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 | 661481 | 710119 | -465004 | -153660 | -9151 | -582267 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 231 } }, "second_band": { "type": "midprice", "factors": { "length": 45, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 231 } }, "second_band": { "type": "midprice", "factors": { "length": 45, "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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