Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 505552.7311 | 463396.7006 | 42156.0305 | 1177830.6844 | 1076029.2044 | 101801.48 |
Total P&L (%) | 505.5527 | 463.3967 | 42.156 | 1177.8307 | 1076.0292 | 101.8015 |
Avg Daily Profit (%) | 0.9707 | 0.8897 | 0.0809 | 0.4904 | 0.4744 | 0.1349 |
Buy And Hold Return (%) | 437.0965 | 437.0965 | 437.0965 | 437.0965 | 437.0965 | 437.0965 |
Max Trade Drawdown | -30845 | -31722 | -12859 | -433486 | -432115 | -152977 |
Profit Factor | 3.15 | 3.8039 | 1.6033 | 1.5874 | 1.7585 | 1.1736 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 51.0791 | 49.2754 | 52.8571 | 51.0791 | 49.2754 | 52.8571 |
Ratio Avg Win / Avg Loss | 3.0169 | 3.9158 | 1.4299 | 1.5203 | 1.8102 | 1.0467 |
Largest Winning Trade | 363627 | 363627 | 15589 | 671907 | 671907 | 85216 |
Largest Losing Trade | -20108 | -20108 | -7773 | -275350 | -275350 | -66597 |
Avg Bars in Trades | 177 | 302 | 54 | 177 | 302 | 54 |
Avg Bars in Winners | 223 | 399 | 61 | 223 | 399 | 61 |
Avg Bars in Losers | 129 | 208 | 47 | 129 | 208 | 47 |
Bars Traded | 24687 | 20863 | 3824 | 24687 | 20863 | 3824 |
Profit Streak | 3.7012 | 0 | 6.2637 | 3.7012 | 0 | 6.2637 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98276 | -230121 | -342425 | 343114 | -92902 | -302018 |
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{ "first_band": { "type": "midprice", "factors": { "length": 245, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 60, "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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