Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 927426.4935 | 939122.9655 | -11696.4721 | 274874.4917 | 644894.8377 | -370020.3459 |
Total P&L (%) | 927.4265 | 939.123 | -11.6965 | 274.8745 | 644.8948 | -370.0203 |
Avg Daily Profit (%) | 0.5175 | 0.5241 | -0.0065 | 0.0738 | 0.1121 | 0 |
Buy And Hold Return (%) | 404.0152 | 404.0152 | 404.0152 | 404.0152 | 404.0152 | 404.0152 |
Max Trade Drawdown | -122492 | -135958 | -131790 | -1982203 | -2146261 | -1664152 |
Profit Factor | 2.3884 | 4.2636 | 0.9692 | 1.0387 | 1.1938 | 0.9018 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 47 | 23 | 24 | 47 | 23 | 24 |
Losing Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Profitability (%) | 45.1923 | 44.2308 | 46.1538 | 45.1923 | 44.2308 | 46.1538 |
Ratio Avg Win / Avg Loss | 2.8966 | 5.3758 | 1.1308 | 1.2597 | 1.5052 | 1.0521 |
Largest Winning Trade | 608895 | 608895 | 62172 | 1838138 | 1838138 | 771927 |
Largest Losing Trade | -58365 | -27321 | -58365 | -1370122 | -571941 | -1370122 |
Avg Bars in Trades | 99 | 87 | 111 | 99 | 87 | 111 |
Avg Bars in Winners | 124 | 102 | 146 | 124 | 102 | 146 |
Avg Bars in Losers | 78 | 75 | 81 | 78 | 75 | 81 |
Bars Traded | 10353 | 4548 | 5805 | 10353 | 4548 | 5805 |
Profit Streak | 0 | 0 | 31.4157 | 0 | 0 | 31.4157 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316435 | -168962 | -760122 | -439736 | -241002 | -760122 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 184, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 93, "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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