Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 233552.3638 | -18722.5858 | 252274.9496 | 121436.2455 | -229486.24 | 350922.4855 |
Total P&L (%) | 233.5524 | -18.7226 | 252.275 | 121.4362 | -229.4862 | 350.9225 |
Avg Daily Profit (%) | 0.1527 | -0.0122 | 0.165 | 0.052 | 0 | 0.0985 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118656 | -143950 | -80707 | -329470 | -370011 | -99219 |
Profit Factor | 1.4667 | 0.9467 | 2.6951 | 1.1482 | 0.6532 | 3.2242 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 136 | 62 | 74 | 136 | 62 | 74 |
Losing Trades | 34 | 23 | 11 | 34 | 23 | 11 |
Profitability (%) | 80 | 72.9412 | 87.0588 | 80 | 72.9412 | 87.0588 |
Ratio Avg Win / Avg Loss | 0.3667 | 0.3512 | 0.4006 | 0.287 | 0.2423 | 0.4793 |
Largest Winning Trade | 56266 | 27615 | 56266 | 36671 | 31480 | 36671 |
Largest Losing Trade | -66797 | -66797 | -44860 | -243702 | -243702 | -53375 |
Avg Bars in Trades | 26 | 32 | 19 | 26 | 32 | 19 |
Avg Bars in Winners | 12 | 10 | 14 | 12 | 10 | 14 |
Avg Bars in Losers | 79 | 93 | 50 | 79 | 93 | 50 |
Bars Traded | 4427 | 2787 | 1640 | 4427 | 2787 | 1640 |
Profit Streak | 37.1942 | 81.8609 | 37.1942 | 37.1942 | 81.8609 | 37.1942 |
Trades During Streak | 6 | 6 | 3 | 6 | 6 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 487966 | -576349 | 573260 | -175780 | -576349 | -51808 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 110, "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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