Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886066.0168 | 833302.4919 | 52763.5249 | 1854906.1349 | 1553683.1046 | 301223.0303 |
Total P&L (%) | 886.066 | 833.3025 | 52.7635 | 1854.9061 | 1553.6831 | 301.223 |
Avg Daily Profit (%) | 0.4775 | 0.449 | 0.0284 | 0.1603 | 0.1513 | 0.0749 |
Buy And Hold Return (%) | 151.5337 | 151.5337 | 151.5337 | 151.5337 | 151.5337 | 151.5337 |
Max Trade Drawdown | -144005 | -94719 | -136395 | -6880588 | -3616818 | -3615325 |
Profit Factor | 1.7679 | 2.4818 | 1.0892 | 1.0967 | 1.1797 | 1.0286 |
Total Trades | 321 | 161 | 160 | 321 | 161 | 160 |
Winning Trades | 115 | 52 | 63 | 115 | 52 | 63 |
Losing Trades | 206 | 109 | 97 | 206 | 109 | 97 |
Profitability (%) | 35.8255 | 32.2981 | 39.375 | 35.8255 | 32.2981 | 39.375 |
Ratio Avg Win / Avg Loss | 3.1668 | 5.2022 | 1.677 | 1.9645 | 2.4729 | 1.5837 |
Largest Winning Trade | 328234 | 328234 | 75544 | 2195727 | 2195727 | 2156970 |
Largest Losing Trade | -24961 | -24961 | -21746 | -1077774 | -600344 | -1077774 |
Avg Bars in Trades | 22 | 22 | 22 | 22 | 22 | 22 |
Avg Bars in Winners | 46 | 48 | 44 | 46 | 48 | 44 |
Avg Bars in Losers | 9 | 9 | 9 | 9 | 9 | 9 |
Bars Traded | 7245 | 3569 | 3676 | 7245 | 3569 | 3676 |
Profit Streak | 0 | 0 | 42.3936 | 0 | 0 | 42.3936 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339741 | 272784 | -444989 | -108900 | -20427 | -290904 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 63 } }, "second_band": { "type": "hl2", "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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