Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97646.0669 | 46279.7498 | 51366.3171 | 141543.6306 | 48470.2872 | 93073.3433 |
Total P&L (%) | 97.6461 | 46.2798 | 51.3663 | 141.5436 | 48.4703 | 93.0733 |
Avg Daily Profit (%) | 0.2127 | 0.1008 | 0.1119 | 0.1923 | 0.0861 | 0.1434 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -18226 | -15354 | -16462 | -33067 | -38481 | -25655 |
Profit Factor | 1.7374 | 1.6026 | 1.9235 | 1.6542 | 1.3621 | 2.1282 |
Total Trades | 330 | 165 | 165 | 330 | 165 | 165 |
Winning Trades | 253 | 131 | 122 | 253 | 131 | 122 |
Losing Trades | 77 | 34 | 43 | 77 | 34 | 43 |
Profitability (%) | 76.6667 | 79.3939 | 73.9394 | 76.6667 | 79.3939 | 73.9394 |
Ratio Avg Win / Avg Loss | 0.5288 | 0.4159 | 0.678 | 0.5034 | 0.3535 | 0.7501 |
Largest Winning Trade | 22402 | 22402 | 10234 | 29593 | 29593 | 24287 |
Largest Losing Trade | -16378 | -12354 | -16378 | -32316 | -32316 | -17809 |
Avg Bars in Trades | 31 | 32 | 31 | 31 | 32 | 31 |
Avg Bars in Winners | 17 | 17 | 16 | 17 | 17 | 16 |
Avg Bars in Losers | 79 | 88 | 72 | 79 | 88 | 72 |
Bars Traded | 10472 | 5297 | 5175 | 10472 | 5297 | 5175 |
Profit Streak | 596.3715 | 0 | 605.3715 | 596.3715 | 0 | 605.3715 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 476862 | -56169 | -40006 | 464797 | -77013 | 131716 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 199, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 199, "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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