Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 995477.9721 | 729029.8107 | 266448.1614 | 16077049.1068 | 1926480.7165 | 14150568.3903 |
Total P&L (%) | 995.478 | 729.0298 | 266.4482 | 16077.0491 | 1926.4807 | 14150.5684 |
Avg Daily Profit (%) | 0.4232 | 0.31 | 0.1133 | 0.2165 | 0.128 | 0.2111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98783 | -68187 | -100102 | -6403461 | -4146908 | -2689838 |
Profit Factor | 2.6273 | 3.3293 | 1.8919 | 1.813 | 1.1679 | 2.7046 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 114 | 60 | 54 | 114 | 60 | 54 |
Profitability (%) | 30.0614 | 26.8293 | 33.3333 | 30.0614 | 26.8293 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.1126 | 9.0799 | 3.7838 | 4.218 | 3.1852 | 5.4092 |
Largest Winning Trade | 384085 | 384085 | 63792 | 8085177 | 5103006 | 8085177 |
Largest Losing Trade | -21758 | -12497 | -21758 | -1489628 | -1489628 | -1376960 |
Avg Bars in Trades | 28 | 22 | 34 | 28 | 22 | 34 |
Avg Bars in Winners | 72 | 54 | 86 | 72 | 54 | 86 |
Avg Bars in Losers | 9 | 10 | 8 | 9 | 10 | 8 |
Bars Traded | 4626 | 1815 | 2811 | 4626 | 1815 | 2811 |
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 | 300043 | -10589 | -56606 | 179847 | -82367 | -5147 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } }, "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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