Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 145121.7913 | 349269.8151 | -204148.0238 | 5431675.5602 | 1760091.6614 | 3671583.8989 |
Total P&L (%) | 145.1218 | 349.2698 | -204.148 | 5431.6756 | 1760.0917 | 3671.5839 |
Avg Daily Profit (%) | 0.058 | 0.1397 | -0.0816 | 0.1606 | 0.117 | 0.1453 |
Buy And Hold Return (%) | 818.7954 | 818.7954 | 818.7954 | 818.7954 | 818.7954 | 818.7954 |
Max Trade Drawdown | -300664 | -60568 | -300664 | -1981925 | -718559 | -1981925 |
Profit Factor | 1.1928 | 3.3536 | 0.6622 | 2.1818 | 2.485 | 2.0764 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 146 | 75 | 71 | 80 | 38 | 42 |
Losing Trades | 28 | 12 | 16 | 94 | 49 | 45 |
Profitability (%) | 83.908 | 86.2069 | 81.6092 | 45.977 | 43.6782 | 48.2759 |
Ratio Avg Win / Avg Loss | 0.2288 | 0.5366 | 0.1492 | 2.5636 | 3.2043 | 2.2247 |
Largest Winning Trade | 71149 | 71149 | 39492 | 4457696 | 1107616 | 4457696 |
Largest Losing Trade | -300664 | -51019 | -300664 | -1981925 | -294363 | -1981925 |
Avg Bars in Trades | 26 | 30 | 22 | 26 | 30 | 22 |
Avg Bars in Winners | 15 | 16 | 14 | 30 | 37 | 24 |
Avg Bars in Losers | 87 | 121 | 62 | 23 | 25 | 21 |
Bars Traded | 4688 | 2690 | 1998 | 4688 | 2690 | 1998 |
Profit Streak | 16.3206 | 99.3206 | 0 | 16.3206 | 99.3206 | 0 |
Trades During Streak | 1 | 3 | 0 | 1 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -285004 | -162904 | -576498 | 425095 | -39004 | 99311 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "midprice", "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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