Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -241884.2191 | 80678.0833 | -322562.3024 | 5620.6295 | -1797006.6917 | 1802627.3212 |
Total P&L (%) | -241.8842 | 80.6781 | -322.5623 | 5.6206 | -1797.0067 | 1802.6273 |
Avg Daily Profit (%) | -0.1253 | 0.0418 | -0.167 | 0.0028 | 0 | 0.1527 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -556274 | -196227 | -389026 | -1427247 | -1982549 | -655140 |
Profit Factor | 0.7557 | 1.2301 | 0.4956 | 1.0014 | 0.3144 | 2.253 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 39 | 18 | 21 | 33 | 15 | 18 |
Losing Trades | 32 | 18 | 14 | 38 | 21 | 17 |
Profitability (%) | 54.9296 | 50 | 60 | 46.4789 | 41.6667 | 51.4286 |
Ratio Avg Win / Avg Loss | 0.6201 | 1.2301 | 0.3304 | 1.1531 | 0.4402 | 2.1279 |
Largest Winning Trade | 84473 | 84473 | 57191 | 2075874 | 282599 | 2075874 |
Largest Losing Trade | -359323 | -47948 | -359323 | -594690 | -594690 | -489360 |
Avg Bars in Trades | 48 | 51 | 46 | 48 | 51 | 46 |
Avg Bars in Winners | 29 | 31 | 27 | 39 | 37 | 41 |
Avg Bars in Losers | 72 | 70 | 75 | 56 | 60 | 51 |
Bars Traded | 3472 | 1839 | 1633 | 3472 | 1839 | 1633 |
Profit Streak | 203.2934 | 203.2934 | 261.7934 | 203.2934 | 203.2934 | 261.7934 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669752 | -136468 | -578140 | -665072 | -583044 | 484148 |
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{ "first_band": { "type": "midprice", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 39, "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) |
---|