Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 862923.7245 | 728639.6193 | 134284.1052 | 857785.1489 | 892141.6585 | -34356.5096 |
Total P&L (%) | 862.9237 | 728.6396 | 134.2841 | 857.7851 | 892.1417 | -34.3565 |
Avg Daily Profit (%) | 0.4592 | 0.3878 | 0.0715 | 0.1203 | 0.1222 | -0.0224 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -220814 | -97101 | -198697 | -640732 | -343432 | -619568 |
Profit Factor | 1.7232 | 2.1781 | 1.2336 | 1.2689 | 1.5183 | 0.9766 |
Total Trades | 282 | 141 | 141 | 282 | 141 | 141 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 192 | 100 | 92 | 192 | 100 | 92 |
Profitability (%) | 31.9149 | 29.078 | 34.7518 | 31.9149 | 29.078 | 34.7518 |
Ratio Avg Win / Avg Loss | 3.6761 | 5.3124 | 2.3162 | 2.7069 | 3.7031 | 1.8336 |
Largest Winning Trade | 348109 | 348109 | 87808 | 749660 | 749660 | 280260 |
Largest Losing Trade | -24619 | -22120 | -24619 | -159411 | -141534 | -159411 |
Avg Bars in Trades | 13 | 11 | 14 | 13 | 11 | 14 |
Avg Bars in Winners | 29 | 28 | 30 | 29 | 28 | 30 |
Avg Bars in Losers | 5 | 5 | 6 | 5 | 5 | 6 |
Bars Traded | 3715 | 1684 | 2031 | 3715 | 1684 | 2031 |
Profit Streak | 15.4564 | 0 | 16.4564 | 15.4564 | 0 | 16.4564 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 317578 | 73526 | -101987 | -35656 | -38674 | -583258 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 24, "offset": 0 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 24, "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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