Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73619.4157 | 24999.6954 | 48619.7204 | 85229.567 | 25815.2306 | 59414.3364 |
Total P&L (%) | 73.6194 | 24.9997 | 48.6197 | 85.2296 | 25.8152 | 59.4143 |
Avg Daily Profit (%) | 0.2827 | 0.096 | 0.1867 | 0.237 | 0.0882 | 0.1792 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -32748 | -19568 | -16629 | -36728 | -22963 | -17832 |
Profit Factor | 1.7988 | 1.4303 | 2.4273 | 1.8132 | 1.3852 | 2.572 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 61.2903 | 58.0645 | 64.5161 | 61.2903 | 58.0645 | 64.5161 |
Ratio Avg Win / Avg Loss | 1.1361 | 1.033 | 1.335 | 1.1452 | 1.0004 | 1.4146 |
Largest Winning Trade | 19746 | 19440 | 19746 | 20282 | 18187 | 20282 |
Largest Losing Trade | -16629 | -11784 | -16629 | -17568 | -12580 | -17568 |
Avg Bars in Trades | 396 | 328 | 463 | 396 | 328 | 463 |
Avg Bars in Winners | 452 | 354 | 539 | 452 | 354 | 539 |
Avg Bars in Losers | 307 | 292 | 326 | 307 | 292 | 326 |
Bars Traded | 24568 | 10185 | 14383 | 24568 | 10185 | 14383 |
Profit Streak | 20.9974 | 20.9974 | 80.7995 | 20.9974 | 20.9974 | 80.7995 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146335 | -67322 | 412963 | -146697 | -77894 | 447733 |
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{ "first_band": { "type": "midprice", "factors": { "length": 81, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 185, "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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