Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2542447.8522 | 2404515.4962 | 137932.356 | 132899550.8351 | 103843128.8189 | 29056422.0162 |
Total P&L (%) | 2542.4479 | 2404.5155 | 137.9324 | 132899.5508 | 103843.1288 | 29056.422 |
Avg Daily Profit (%) | 1.2442 | 1.1767 | 0.0675 | 0.3526 | 0.3405 | 0.2781 |
Buy And Hold Return (%) | 3189.746 | 3189.746 | 3189.746 | 3189.746 | 3189.746 | 3189.746 |
Max Trade Drawdown | -119785 | -72804 | -69548 | -30812141 | -9551225 | -30812141 |
Profit Factor | 5.9054 | 10.4135 | 1.5247 | 2.6637 | 4.5873 | 1.5705 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 53.8462 | 54.5455 | 53.125 | 53.8462 | 54.5455 | 53.125 |
Ratio Avg Win / Avg Loss | 5.0617 | 8.6779 | 1.3453 | 2.2831 | 3.8227 | 1.3857 |
Largest Winning Trade | 1414722 | 1414722 | 71890 | 43556107 | 43556107 | 24141230 |
Largest Losing Trade | -56565 | -56565 | -44560 | -30812141 | -7434974 | -30812141 |
Avg Bars in Trades | 59 | 54 | 64 | 59 | 54 | 64 |
Avg Bars in Winners | 81 | 69 | 93 | 81 | 69 | 93 |
Avg Bars in Losers | 34 | 36 | 32 | 34 | 36 | 32 |
Bars Traded | 3878 | 1812 | 2066 | 3878 | 1812 | 2066 |
Profit Streak | 327.2998 | 483.2998 | 327.2998 | 327.2998 | 483.2998 | 327.2998 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -277923 | -141855 | -266169 | -119733 | 670753 | 410467 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 71, "offset": 0 } }, "second_band": { "type": "midprice", "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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