Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2065656.7215 | 2026217.0444 | 39439.6771 | 346076.7612 | 5297491.0132 | -4951414.252 |
Total P&L (%) | 2065.6567 | 2026.217 | 39.4397 | 346.0768 | 5297.491 | -4951.4143 |
Avg Daily Profit (%) | 0.8898 | 0.8728 | 0.017 | 0.0644 | 0.172 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194034 | -147963 | -99307 | -9496437 | -3220622 | -7528948 |
Profit Factor | 4.0052 | 7.1857 | 1.1096 | 1.0249 | 2.2196 | 0.4818 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 51 | 29 | 22 | 51 | 29 | 22 |
Profitability (%) | 45.1613 | 38.2979 | 52.1739 | 45.1613 | 38.2979 | 52.1739 |
Ratio Avg Win / Avg Loss | 4.8635 | 11.5769 | 1.0172 | 1.2445 | 3.5761 | 0.4416 |
Largest Winning Trade | 1871470 | 1871470 | 74844 | 5718872 | 5718872 | 1190383 |
Largest Losing Trade | -62698 | -45346 | -62698 | -6149145 | -1142563 | -6149145 |
Avg Bars in Trades | 46 | 39 | 52 | 46 | 39 | 52 |
Avg Bars in Winners | 67 | 68 | 67 | 67 | 68 | 67 |
Avg Bars in Losers | 28 | 21 | 36 | 28 | 21 | 36 |
Bars Traded | 4286 | 1859 | 2427 | 4286 | 1859 | 2427 |
Profit Streak | 0 | 0 | 71.289 | 0 | 0 | 71.289 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 672323 | 622358 | -271458 | -301664 | 271888 | -579864 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 94 } }, "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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