Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 76430.202 | 42136.5585 | 34293.6436 | 89375.0409 | 35966.4589 | 53408.582 |
Total P&L (%) | 76.4302 | 42.1366 | 34.2936 | 89.375 | 35.9665 | 53.4086 |
Avg Daily Profit (%) | 0.1665 | 0.0918 | 0.0747 | 0.1392 | 0.0669 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -27057 | -27057 | -28018 | -64307 | -64307 | -27153 |
Profit Factor | 1.3419 | 1.3875 | 1.2988 | 1.289 | 1.2146 | 1.3771 |
Total Trades | 545 | 272 | 273 | 545 | 272 | 273 |
Winning Trades | 402 | 207 | 195 | 402 | 207 | 195 |
Losing Trades | 143 | 65 | 78 | 143 | 65 | 78 |
Profitability (%) | 73.7615 | 76.1029 | 71.4286 | 73.7615 | 76.1029 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.4774 | 0.4357 | 0.5195 | 0.4585 | 0.3814 | 0.5508 |
Largest Winning Trade | 6292 | 4603 | 6292 | 7729 | 7729 | 5263 |
Largest Losing Trade | -27057 | -27057 | -19363 | -64307 | -64307 | -26677 |
Avg Bars in Trades | 19 | 18 | 21 | 19 | 18 | 21 |
Avg Bars in Winners | 10 | 10 | 11 | 10 | 10 | 11 |
Avg Bars in Losers | 45 | 43 | 47 | 45 | 43 | 47 |
Bars Traded | 10848 | 4984 | 5863 | 10848 | 4984 | 5863 |
Profit Streak | 595.0924 | 601.5091 | 595.0924 | 595.0924 | 601.5091 | 595.0924 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 461666 | -68506 | -93778 | -2051 | -103507 | -66932 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 83, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 83, "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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