Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1242559.8953 | 1213012.3558 | 29547.5395 | 1186425.667 | 1162922.2117 | 23503.4553 |
Total P&L (%) | 1242.5599 | 1213.0124 | 29.5475 | 1186.4257 | 1162.9222 | 23.5035 |
Avg Daily Profit (%) | 0.6802 | 0.6641 | 0.0162 | 0.1399 | 0.1389 | 0.0116 |
Buy And Hold Return (%) | 687.4756 | 687.4756 | 687.4756 | 687.4756 | 687.4756 | 687.4756 |
Max Trade Drawdown | -81298 | -90152 | -55286 | -743570 | -649830 | -527402 |
Profit Factor | 3.6694 | 6.0783 | 1.1304 | 1.3918 | 1.808 | 1.0148 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 38.3333 | 40 | 36.6667 | 38.3333 | 40 | 36.6667 |
Ratio Avg Win / Avg Loss | 5.9029 | 9.1175 | 1.9525 | 2.239 | 2.712 | 1.7528 |
Largest Winning Trade | 781818 | 781818 | 61362 | 932815 | 932815 | 354269 |
Largest Losing Trade | -37680 | -36769 | -37680 | -311734 | -311734 | -245052 |
Avg Bars in Trades | 172 | 162 | 181 | 172 | 162 | 181 |
Avg Bars in Winners | 291 | 274 | 310 | 291 | 274 | 310 |
Avg Bars in Losers | 97 | 88 | 107 | 97 | 88 | 107 |
Bars Traded | 10337 | 4881 | 5456 | 10337 | 4881 | 5456 |
Profit Streak | 0 | 241.8856 | 0 | 0 | 241.8856 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167525 | 327914 | -418244 | -191078 | -15630 | -551549 |
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{ "first_band": { "type": "rma", "factors": { "length": 149, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 111, "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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