Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 696603.3008 | 634101.7957 | 62501.5051 | 250186.8234 | 161633.5258 | 88553.2976 |
Total P&L (%) | 696.6033 | 634.1018 | 62.5015 | 250.1868 | 161.6335 | 88.5533 |
Avg Daily Profit (%) | 0.3728 | 0.3394 | 0.0335 | 0.0671 | 0.0515 | 0.0339 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -106995 | -85131 | -65140 | -574156 | -538098 | -182876 |
Profit Factor | 3.1976 | 5.1076 | 1.3844 | 1.184 | 1.2073 | 1.1528 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 46.25 | 42.5 | 50 | 46.25 | 42.5 | 50 |
Ratio Avg Win / Avg Loss | 3.7161 | 6.9103 | 1.3844 | 1.3761 | 1.6334 | 1.1528 |
Largest Winning Trade | 695786 | 695786 | 60503 | 661461 | 661461 | 158214 |
Largest Losing Trade | -52404 | -52404 | -42784 | -395471 | -395471 | -147054 |
Avg Bars in Trades | 44 | 35 | 53 | 44 | 35 | 53 |
Avg Bars in Winners | 71 | 56 | 84 | 71 | 56 | 84 |
Avg Bars in Losers | 21 | 20 | 23 | 21 | 20 | 23 |
Bars Traded | 3573 | 1420 | 2153 | 3573 | 1420 | 2153 |
Profit Streak | 42.4449 | 42.4449 | 71.9449 | 42.4449 | 42.4449 | 71.9449 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -8109 | 547253 | -146702 | -145153 | -125431 | -198615 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 153 } }, "second_band": { "type": "hilo", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 153 } }, "second_band": { "type": "hilo", "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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