Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 398901.2865 | 288061.7951 | 110839.4915 | 345703.0055 | 540500.6621 | -194797.6565 |
Total P&L (%) | 398.9013 | 288.0618 | 110.8395 | 345.703 | 540.5007 | -194.7977 |
Avg Daily Profit (%) | 0.2146 | 0.155 | 0.0596 | 0.0804 | 0.0999 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -201206 | -145883 | -101828 | -663229 | -439090 | -455368 |
Profit Factor | 1.5218 | 1.7668 | 1.2851 | 1.1434 | 1.5165 | 0.8572 |
Total Trades | 147 | 74 | 73 | 147 | 74 | 73 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 46.9388 | 44.5946 | 49.3151 | 46.9388 | 44.5946 | 49.3151 |
Ratio Avg Win / Avg Loss | 1.7203 | 2.1951 | 1.3208 | 1.2925 | 1.8841 | 0.8811 |
Largest Winning Trade | 118904 | 118904 | 41426 | 275786 | 275786 | 136058 |
Largest Losing Trade | -44227 | -29334 | -44227 | -228884 | -102416 | -228884 |
Avg Bars in Trades | 23 | 18 | 29 | 23 | 18 | 29 |
Avg Bars in Winners | 28 | 17 | 39 | 28 | 17 | 39 |
Avg Bars in Losers | 19 | 19 | 18 | 19 | 19 | 18 |
Bars Traded | 3485 | 1350 | 2135 | 3485 | 1350 | 2135 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351801 | -55696 | -185262 | -148901 | -122891 | -652724 |
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{ "first_band": { "type": "midprice", "factors": { "length": 80, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 65, "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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