Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 714039.3028 | 791158.2375 | -77118.9347 | -105850.0599 | 469452.3352 | -575302.3951 |
Total P&L (%) | 714.0393 | 791.1582 | -77.1189 | -105.8501 | 469.4523 | -575.3024 |
Avg Daily Profit (%) | 0.3864 | 0.4281 | -0.0417 | 0 | 0.0942 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -381632 | -268593 | -128170 | -1790833 | -618838 | -1206805 |
Profit Factor | 2.0114 | 3.1902 | 0.7763 | 0.9446 | 1.7255 | 0.5447 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 35 | 17 | 18 | 43 | 22 | 21 |
Losing Trades | 44 | 22 | 22 | 36 | 17 | 19 |
Profitability (%) | 44.3038 | 43.5897 | 45 | 54.4304 | 56.4103 | 52.5 |
Ratio Avg Win / Avg Loss | 2.5286 | 4.1285 | 0.9488 | 0.7908 | 1.3333 | 0.4929 |
Largest Winning Trade | 1000079 | 1000079 | 33973 | 569487 | 569487 | 411067 |
Largest Losing Trade | -112995 | -43689 | -112995 | -1166309 | -618838 | -1166309 |
Avg Bars in Trades | 66 | 69 | 62 | 66 | 69 | 62 |
Avg Bars in Winners | 81 | 84 | 79 | 62 | 76 | 47 |
Avg Bars in Losers | 53 | 57 | 49 | 69 | 59 | 79 |
Bars Traded | 5214 | 2695 | 2519 | 5214 | 2695 | 2519 |
Profit Streak | 70.1389 | 79.4723 | 70.1389 | 0 | 0 | 0 |
Trades During Streak | 2 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -19071 | 524717 | -582136 | -611481 | -64231 | -580425 |
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{ "first_band": { "type": "rma", "factors": { "length": 86, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 119, "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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