Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1374593.6184 | 1229221.9626 | 145371.6558 | 1218675.5168 | -194612.929 | 1413288.4458 |
Total P&L (%) | 1374.5936 | 1229.222 | 145.3717 | 1218.6755 | -194.6129 | 1413.2884 |
Avg Daily Profit (%) | 0.5822 | 0.5206 | 0.0616 | 0.1093 | 0 | 0.1151 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100221 | -49805 | -125661 | -1892383 | -1121382 | -771000 |
Profit Factor | 3.3802 | 5.3914 | 1.4885 | 1.2838 | 0.9174 | 1.7297 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 39.759 | 35.7143 | 43.9024 | 39.759 | 35.7143 | 43.9024 |
Ratio Avg Win / Avg Loss | 5.1215 | 9.7045 | 1.902 | 1.9452 | 1.6514 | 2.2102 |
Largest Winning Trade | 1193106 | 1193106 | 58565 | 1183505 | 556441 | 1183505 |
Largest Losing Trade | -35699 | -21204 | -35699 | -728628 | -548350 | -728628 |
Avg Bars in Trades | 83 | 66 | 101 | 83 | 66 | 101 |
Avg Bars in Winners | 157 | 117 | 190 | 157 | 117 | 190 |
Avg Bars in Losers | 35 | 38 | 31 | 35 | 38 | 31 |
Bars Traded | 6955 | 2791 | 4164 | 6955 | 2791 | 4164 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450291 | 480526 | -110699 | -50817 | -583512 | -37927 |
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{ "first_band": { "type": "rma", "factors": { "length": 62, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 22, "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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