Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 432600.9619 | 464529.425 | -31928.4631 | -76439.2767 | -89151.2472 | 12711.9705 |
Total P&L (%) | 432.601 | 464.5294 | -31.9285 | -76.4393 | -89.1512 | 12.712 |
Avg Daily Profit (%) | 0.2189 | 0.2351 | -0.0162 | -0.0731 | -0.1123 | 0.0061 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -191566 | -190495 | -58379 | -418668 | -446427 | -44142 |
Profit Factor | 1.6115 | 1.7983 | 0.7458 | 0.9122 | 0.8822 | 1.1116 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 50 | 28 | 22 | 50 | 28 | 22 |
Profitability (%) | 42.5287 | 34.8837 | 50 | 42.5287 | 34.8837 | 50 |
Ratio Avg Win / Avg Loss | 2.1777 | 3.3568 | 0.7458 | 1.2327 | 1.6468 | 1.1116 |
Largest Winning Trade | 403283 | 403283 | 15267 | 233156 | 233156 | 20267 |
Largest Losing Trade | -65665 | -65665 | -24179 | -248452 | -248452 | -35415 |
Avg Bars in Trades | 132 | 254 | 13 | 132 | 254 | 13 |
Avg Bars in Winners | 172 | 408 | 12 | 172 | 408 | 12 |
Avg Bars in Losers | 103 | 172 | 15 | 103 | 172 | 15 |
Bars Traded | 11568 | 10958 | 610 | 11568 | 10958 | 610 |
Profit Streak | 472.9254 | 0 | 504.0921 | 472.9254 | 0 | 504.0921 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314808 | 198153 | -579857 | -581199 | -583827 | -362940 |
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{ "first_band": { "type": "midprice", "factors": { "length": 63, "offset": 0 } }, "second_band": { "type": "dcu", "factors": { "length": 41, "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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