Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 448900.0245 | 370032.3423 | 78867.6822 | 243303.8119 | 422357.8358 | -179054.0239 |
Total P&L (%) | 448.9 | 370.0323 | 78.8677 | 243.3038 | 422.3578 | -179.054 |
Avg Daily Profit (%) | 0.2774 | 0.2287 | 0.0487 | 0.0763 | 0.1022 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -107578 | -138338 | -122169 | -764771 | -467737 | -464085 |
Profit Factor | 1.567 | 1.9835 | 1.1899 | 1.0823 | 1.2912 | 0.8812 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 49.2857 | 47.1429 | 51.4286 | 49.2857 | 47.1429 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.6125 | 2.2239 | 1.1238 | 1.1136 | 1.4477 | 0.8322 |
Largest Winning Trade | 188809 | 188809 | 57281 | 334513 | 334513 | 157713 |
Largest Losing Trade | -46104 | -33888 | -46104 | -267834 | -204026 | -267834 |
Avg Bars in Trades | 134 | 114 | 154 | 134 | 114 | 154 |
Avg Bars in Winners | 196 | 173 | 217 | 196 | 173 | 217 |
Avg Bars in Losers | 73 | 61 | 86 | 73 | 61 | 86 |
Bars Traded | 18774 | 7987 | 10787 | 18774 | 7987 | 10787 |
Profit Streak | 0 | 0 | 500.4473 | 0 | 0 | 500.4473 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 403299 | -83934 | -232913 | -221052 | -152042 | -674188 |
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{ "first_band": { "type": "midprice", "factors": { "length": 214, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 50, "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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