Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1590663.3301 | 1505788.6897 | 84874.6404 | 48728201.0126 | 57939994.8257 | -9211793.8131 |
Total P&L (%) | 1590.6633 | 1505.7887 | 84.8746 | 48728.201 | 57939.9948 | -9211.7938 |
Avg Daily Profit (%) | 0.8578 | 0.812 | 0.0458 | 0.3344 | 0.3438 | 0 |
Buy And Hold Return (%) | 8517.0821 | 8517.0821 | 8517.0821 | 8517.0821 | 8517.0821 | 8517.0821 |
Max Trade Drawdown | -110225 | -49621 | -73891 | -30290272 | -11362924 | -27184668 |
Profit Factor | 3.7889 | 7.407 | 1.2531 | 1.4857 | 2.6396 | 0.8583 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Profitability (%) | 40.6542 | 40.1869 | 41.1215 | 40.6542 | 40.1869 | 41.1215 |
Ratio Avg Win / Avg Loss | 5.5309 | 11.0244 | 1.7942 | 2.1688 | 3.9287 | 1.2289 |
Largest Winning Trade | 592158 | 592158 | 59458 | 30914818 | 30914818 | 14186547 |
Largest Losing Trade | -29945 | -24864 | -29945 | -7948044 | -6147594 | -7948044 |
Avg Bars in Trades | 50 | 51 | 50 | 50 | 51 | 50 |
Avg Bars in Winners | 98 | 109 | 87 | 98 | 109 | 87 |
Avg Bars in Losers | 18 | 12 | 24 | 18 | 12 | 24 |
Bars Traded | 10870 | 5518 | 5352 | 10870 | 5518 | 5352 |
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 | -148169 | -148158 | -300369 | 293380 | 363028 | -582833 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 171 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 171 } }, "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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