| Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
|---|---|---|---|---|---|---|
| Total P&L | 1110634.0783 | 1176237.2882 | -65603.21 | -44095.5958 | 451473.5385 | -495569.1343 |
| Total P&L (%) | 1110.6341 | 1176.2373 | -65.6032 | -44.0956 | 451.4735 | -495.5691 |
| Avg Daily Profit (%) | 0.6187 | 0.6553 | -0.0365 | -0.0324 | 0.0952 | 0 |
| Buy And Hold Return (%) | 201.1735 | 201.1735 | 201.1735 | 201.1735 | 201.1735 | 201.1735 |
| Max Trade Drawdown | -152593 | -175000 | -166387 | -907086 | -555828 | -637574 |
| Profit Factor | 2.1364 | 3.1304 | 0.8457 | 0.978 | 1.4262 | 0.4767 |
| Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
| Winning Trades | 59 | 28 | 31 | 59 | 28 | 31 |
| Losing Trades | 60 | 31 | 29 | 60 | 31 | 29 |
| Profitability (%) | 49.5798 | 47.4576 | 51.6667 | 49.5798 | 47.4576 | 51.6667 |
| Ratio Avg Win / Avg Loss | 2.1726 | 3.4658 | 0.7911 | 0.9946 | 1.579 | 0.4459 |
| Largest Winning Trade | 1086859 | 1086859 | 41346 | 868419 | 868419 | 54144 |
| Largest Losing Trade | -67799 | -48798 | -67799 | -384563 | -254352 | -384563 |
| Avg Bars in Trades | 42 | 58 | 27 | 42 | 58 | 27 |
| Avg Bars in Winners | 48 | 58 | 38 | 48 | 58 | 38 |
| Avg Bars in Losers | 37 | 59 | 14 | 37 | 59 | 14 |
| Bars Traded | 5106 | 3478 | 1628 | 5106 | 3478 | 1628 |
| Profit Streak | 70.2181 | 70.2181 | 78.2181 | 70.2181 | 70.2181 | 78.2181 |
| Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
| Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
| score | 584084 | -159968 | -748500 | -579247 | -246323 | -748500 |
{
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"evaluation_days": 1795,
"actual_first_datapoint_time": 1604476800000,
"first_datapoint_time": 1608105600000,
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"evaluation_time": 1759554840204,
"expiration_time": 1764188640000,
"calculated_commission": 0.001,
"initial_balance": 100000
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},
"second_band": {
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} {
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"Losing Trades",
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"Ratio Avg Win / Avg Loss",
"Largest Winning Trade",
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"Avg Bars in Trades",
"Avg Bars in Winners",
"Avg Bars in Losers",
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[
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0.791148,
0.994598,
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2
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{
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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) |
|---|