Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335787.4543 | 354717.0888 | -18929.6345 | -32831.5975 | 119987.2824 | -152818.8799 |
Total P&L (%) | 335.7875 | 354.7171 | -18.9296 | -32.8316 | 119.9873 | -152.8189 |
Avg Daily Profit (%) | 0.2685 | 0.2836 | -0.0151 | -0.0318 | 0.0631 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132579 | -101948 | -86106 | -306186 | -218380 | -216662 |
Profit Factor | 1.2847 | 1.5127 | 0.9612 | 0.984 | 1.102 | 0.8244 |
Total Trades | 317 | 158 | 159 | 317 | 158 | 159 |
Winning Trades | 132 | 61 | 71 | 132 | 61 | 71 |
Losing Trades | 185 | 97 | 88 | 185 | 97 | 88 |
Profitability (%) | 41.6404 | 38.6076 | 44.6541 | 41.6404 | 38.6076 | 44.6541 |
Ratio Avg Win / Avg Loss | 1.8005 | 2.4054 | 1.1913 | 1.379 | 1.7523 | 1.0218 |
Largest Winning Trade | 253615 | 253615 | 33509 | 221163 | 221163 | 44983 |
Largest Losing Trade | -27683 | -27683 | -25936 | -72071 | -72071 | -56237 |
Avg Bars in Trades | 23 | 30 | 16 | 23 | 30 | 16 |
Avg Bars in Winners | 29 | 39 | 21 | 29 | 39 | 21 |
Avg Bars in Losers | 18 | 24 | 11 | 18 | 24 | 11 |
Bars Traded | 7319 | 4768 | 2552 | 7319 | 4768 | 2552 |
Profit Streak | 15.2748 | 0 | 67.7748 | 15.2748 | 0 | 67.7748 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308750 | 240202 | -579253 | -579842 | -220140 | -579253 |
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{ "first_band": { "type": "sma", "factors": { "length": 65, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 67, "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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