Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2102900.6934 | 2017913.8012 | 84986.8922 | 1604449.7741 | 2485030.3578 | -880580.5837 |
Total P&L (%) | 2102.9007 | 2017.9138 | 84.9869 | 1604.4498 | 2485.0304 | -880.5806 |
Avg Daily Profit (%) | 1.0094 | 0.9686 | 0.0408 | 0.1362 | 0.1562 | 0 |
Buy And Hold Return (%) | 66.3477 | 66.3477 | 66.3477 | 66.3477 | 66.3477 | 66.3477 |
Max Trade Drawdown | -154313 | -168219 | -89636 | -12871514 | -13999417 | -5065199 |
Profit Factor | 2.8586 | 4.2921 | 1.1639 | 1.0279 | 1.0749 | 0.9639 |
Total Trades | 362 | 181 | 181 | 362 | 181 | 181 |
Winning Trades | 141 | 66 | 75 | 141 | 66 | 75 |
Losing Trades | 221 | 115 | 106 | 221 | 115 | 106 |
Profitability (%) | 38.9503 | 36.4641 | 41.4365 | 38.9503 | 36.4641 | 41.4365 |
Ratio Avg Win / Avg Loss | 4.4806 | 7.4787 | 1.645 | 1.6111 | 1.8729 | 1.3623 |
Largest Winning Trade | 1600024 | 1600024 | 64596 | 7114176 | 7114176 | 2971636 |
Largest Losing Trade | -35573 | -35573 | -26710 | -3014079 | -2593747 | -3014079 |
Avg Bars in Trades | 67 | 63 | 71 | 67 | 63 | 71 |
Avg Bars in Winners | 117 | 117 | 118 | 117 | 117 | 118 |
Avg Bars in Losers | 35 | 32 | 39 | 35 | 32 | 39 |
Bars Traded | 24444 | 11420 | 13024 | 24444 | 11420 | 13024 |
Profit Streak | 0 | 0 | 14.3092 | 0 | 0 | 14.3092 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 590415 | 565795 | -258239 | -201939 | -134285 | -581456 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 247 } }, "second_band": { "type": "midpoint", "factors": { "length": 23, "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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