Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 79481.4634 | 325064.3308 | -245582.8674 | -96626.6482 | 4129125.3651 | -4225752.0133 |
Total P&L (%) | 79.4815 | 325.0643 | -245.5829 | -96.6266 | 4129.1254 | -4225.752 |
Avg Daily Profit (%) | 0.0335 | 0.1368 | -0.1034 | -0.1426 | 0.1578 | 0 |
Buy And Hold Return (%) | 463.099 | 463.099 | 463.099 | 463.099 | 463.099 | 463.099 |
Max Trade Drawdown | -425847 | -180381 | -394824 | -4618109 | -536814 | -5125878 |
Profit Factor | 1.0175 | 1.1579 | 0.9006 | 0.9951 | 1.5907 | 0.6671 |
Total Trades | 2448 | 1224 | 1224 | 2448 | 1224 | 1224 |
Winning Trades | 1399 | 701 | 698 | 1399 | 701 | 698 |
Losing Trades | 1049 | 523 | 526 | 1049 | 523 | 526 |
Profitability (%) | 57.1487 | 57.2712 | 57.0261 | 57.1487 | 57.2712 | 57.0261 |
Ratio Avg Win / Avg Loss | 0.763 | 0.8639 | 0.6787 | 0.7461 | 1.1868 | 0.5027 |
Largest Winning Trade | 38131 | 29952 | 38131 | 437950 | 437950 | 330414 |
Largest Losing Trade | -39420 | -32743 | -39420 | -857964 | -426652 | -857964 |
Avg Bars in Trades | 1 | 1 | 2 | 1 | 1 | 2 |
Avg Bars in Winners | 1 | 1 | 1 | 1 | 1 | 1 |
Avg Bars in Losers | 2 | 2 | 2 | 2 | 2 | 2 |
Bars Traded | 4748 | 2293 | 2455 | 4748 | 2293 | 2455 |
Profit Streak | 0 | 0 | 4.7395 | 0 | 0 | 4.7395 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -508518 | -217609 | -573361 | -572434 | 594472 | -573361 |
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{ "first_band": { "type": "hlc3", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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