Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828716.5348 | 750238.5912 | 78477.9435 | 5389939.4289 | 5364809.7812 | 25129.6478 |
Total P&L (%) | 828.7165 | 750.2386 | 78.4779 | 5389.9394 | 5364.8098 | 25.1296 |
Avg Daily Profit (%) | 0.3314 | 0.3 | 0.0314 | 0.1603 | 0.1601 | 0.009 |
Buy And Hold Return (%) | 892.465 | 892.465 | 892.465 | 892.465 | 892.465 | 892.465 |
Max Trade Drawdown | -110210 | -48143 | -94097 | -2229498 | -675346 | -2063466 |
Profit Factor | 2.2587 | 3.5454 | 1.2158 | 1.6916 | 2.6705 | 1.0055 |
Total Trades | 256 | 128 | 128 | 256 | 128 | 128 |
Winning Trades | 128 | 65 | 63 | 128 | 65 | 63 |
Losing Trades | 128 | 63 | 65 | 128 | 63 | 65 |
Profitability (%) | 50 | 50.7813 | 49.2188 | 50 | 50.7813 | 49.2188 |
Ratio Avg Win / Avg Loss | 2.2587 | 3.4363 | 1.2544 | 1.6916 | 2.5883 | 1.0374 |
Largest Winning Trade | 343798 | 343798 | 51124 | 2518279 | 2518279 | 409488 |
Largest Losing Trade | -44150 | -44150 | -33453 | -937350 | -449525 | -937350 |
Avg Bars in Trades | 27 | 33 | 21 | 27 | 33 | 21 |
Avg Bars in Winners | 36 | 43 | 29 | 36 | 43 | 29 |
Avg Bars in Losers | 18 | 22 | 14 | 18 | 22 | 14 |
Bars Traded | 7008 | 4236 | 2772 | 7008 | 4236 | 2772 |
Profit Streak | 38.3411 | 169.3411 | 0 | 38.3411 | 169.3411 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150154 | -148774 | -317411 | 447332 | 486524 | -561366 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 77 } }, "second_band": { "type": "midpoint", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 77 } }, "second_band": { "type": "midpoint", "factors": { "length": 225, "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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