Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75010.6042 | 37449.3154 | 37561.2888 | 91937.2853 | 33039.2602 | 58898.0252 |
Total P&L (%) | 75.0106 | 37.4493 | 37.5613 | 91.9373 | 33.0393 | 58.898 |
Avg Daily Profit (%) | 0.1634 | 0.0816 | 0.0818 | 0.1421 | 0.0622 | 0.1009 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23437 | -15304 | -25049 | -29487 | -29563 | -23736 |
Profit Factor | 1.302 | 1.3378 | 1.2731 | 1.3161 | 1.2395 | 1.3852 |
Total Trades | 583 | 291 | 292 | 583 | 291 | 292 |
Winning Trades | 422 | 216 | 206 | 422 | 216 | 206 |
Losing Trades | 161 | 75 | 86 | 161 | 75 | 86 |
Profitability (%) | 72.3842 | 74.2268 | 70.5479 | 72.3842 | 74.2268 | 70.5479 |
Ratio Avg Win / Avg Loss | 0.4967 | 0.4645 | 0.5315 | 0.5021 | 0.4304 | 0.5783 |
Largest Winning Trade | 11042 | 3797 | 11042 | 20683 | 4209 | 20683 |
Largest Losing Trade | -18465 | -14177 | -18465 | -29487 | -29487 | -18720 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 10 | 10 | 10 | 10 | 10 | 10 |
Avg Bars in Losers | 41 | 39 | 42 | 41 | 39 | 42 |
Bars Traded | 10926 | 5165 | 5761 | 10926 | 5165 | 5761 |
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 | 418128 | -83942 | -84752 | 39061 | -110765 | -56893 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 66, "offset": 0 } } }
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# | 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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