Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1103454.2253 | 923986.0122 | 179468.2131 | 41855418.6368 | 56227860.2957 | -14372441.6589 |
Total P&L (%) | 1103.4542 | 923.986 | 179.4682 | 41855.4186 | 56227.8603 | -14372.4417 |
Avg Daily Profit (%) | 0.4414 | 0.3696 | 0.0718 | 0.2419 | 0.2537 | 0 |
Buy And Hold Return (%) | 761.5677 | 761.5677 | 761.5677 | 761.5677 | 761.5677 | 761.5677 |
Max Trade Drawdown | -89369 | -48480 | -92924 | -46324943 | -26625563 | -32929124 |
Profit Factor | 2.43 | 3.3827 | 1.4675 | 1.3334 | 1.8176 | 0.7468 |
Total Trades | 369 | 184 | 185 | 369 | 184 | 185 |
Winning Trades | 164 | 81 | 83 | 164 | 81 | 83 |
Losing Trades | 205 | 103 | 102 | 205 | 103 | 102 |
Profitability (%) | 44.4444 | 44.0217 | 44.8649 | 44.4444 | 44.0217 | 44.8649 |
Ratio Avg Win / Avg Loss | 3.0375 | 4.3014 | 1.8035 | 1.6668 | 2.3113 | 0.9178 |
Largest Winning Trade | 365211 | 365211 | 56393 | 57288388 | 57288388 | 6247330 |
Largest Losing Trade | -38753 | -28282 | -38753 | -13490115 | -13490115 | -9067872 |
Avg Bars in Trades | 26 | 32 | 20 | 26 | 32 | 20 |
Avg Bars in Winners | 37 | 48 | 26 | 37 | 48 | 26 |
Avg Bars in Losers | 17 | 19 | 16 | 17 | 19 | 16 |
Bars Traded | 9746 | 5923 | 3823 | 9746 | 5923 | 3823 |
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 | -11335 | -85388 | -261955 | 354278 | 361001 | -582084 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 75 } }, "second_band": { "type": "midpoint", "factors": { "length": 198, "offset": 0 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 75 } }, "second_band": { "type": "midpoint", "factors": { "length": 198, "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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