Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 872444.5924 | 739991.1003 | 132453.492 | 1176982.927 | 3243884.9866 | -2066902.0595 |
Total P&L (%) | 872.4446 | 739.9911 | 132.4535 | 1176.9829 | 3243.885 | -2066.9021 |
Avg Daily Profit (%) | 0.3666 | 0.311 | 0.0557 | 0.1071 | 0.1476 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152297 | -105273 | -173278 | -4761725 | -2985468 | -3507071 |
Profit Factor | 1.6442 | 2.1278 | 1.1897 | 1.0534 | 1.2994 | 0.8158 |
Total Trades | 385 | 193 | 192 | 385 | 193 | 192 |
Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Losing Trades | 253 | 132 | 121 | 253 | 132 | 121 |
Profitability (%) | 34.2857 | 31.6062 | 36.9792 | 34.2857 | 31.6062 | 36.9792 |
Ratio Avg Win / Avg Loss | 3.1513 | 4.6044 | 2.0275 | 2.0189 | 2.8118 | 1.3904 |
Largest Winning Trade | 337946 | 337946 | 66643 | 4245694 | 4245694 | 971913 |
Largest Losing Trade | -43604 | -32904 | -43604 | -1248438 | -1248438 | -1110016 |
Avg Bars in Trades | 24 | 22 | 26 | 24 | 22 | 26 |
Avg Bars in Winners | 47 | 45 | 48 | 47 | 45 | 48 |
Avg Bars in Losers | 12 | 11 | 13 | 12 | 11 | 13 |
Bars Traded | 9426 | 4316 | 5110 | 9426 | 4316 | 5110 |
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 | 315166 | 238051 | -133675 | -214148 | -830 | -583447 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 59 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 59 } }, "second_band": { "type": "ohlc4", "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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