Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 191418.972 | 5130.5991 | 186288.3729 | 71008.7617 | -52727.959 | 123736.7207 |
Total P&L (%) | 191.419 | 5.1306 | 186.2884 | 71.0088 | -52.728 | 123.7367 |
Avg Daily Profit (%) | 0.1858 | 0.005 | 0.1808 | 0.0521 | -0.0727 | 0.0782 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70741 | -79509 | -25034 | -85868 | -123092 | -19222 |
Profit Factor | 1.7829 | 1.0246 | 6.1523 | 1.3067 | 0.74 | 5.2991 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 89 | 43 | 46 | 89 | 43 | 46 |
Losing Trades | 9 | 6 | 3 | 9 | 6 | 3 |
Profitability (%) | 90.8163 | 87.7551 | 93.8776 | 90.8163 | 87.7551 | 93.8776 |
Ratio Avg Win / Avg Loss | 0.1803 | 0.143 | 0.4012 | 0.1321 | 0.1032 | 0.3456 |
Largest Winning Trade | 14639 | 14639 | 13514 | 14274 | 11307 | 14274 |
Largest Losing Trade | -69913 | -69913 | -25034 | -70650 | -70650 | -19222 |
Avg Bars in Trades | 29 | 45 | 13 | 29 | 45 | 13 |
Avg Bars in Winners | 11 | 14 | 9 | 11 | 14 | 9 |
Avg Bars in Losers | 201 | 269 | 66 | 201 | 269 | 66 |
Bars Traded | 2864 | 2226 | 638 | 2864 | 2226 | 638 |
Profit Streak | 68.1114 | 68.1114 | 290.1114 | 68.1114 | 68.1114 | 290.1114 |
Trades During Streak | 33 | 16 | 22 | 33 | 16 | 22 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 569478 | -540558 | 738390 | -117180 | -574286 | -76013 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 199, "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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