Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1281227.3971 | 1277952.1348 | 3275.2623 | 914868.0552 | 2005027.8371 | -1090159.782 |
Total P&L (%) | 1281.2274 | 1277.9521 | 3.2753 | 914.8681 | 2005.0278 | -1090.1598 |
Avg Daily Profit (%) | 0.7044 | 0.7026 | 0.0018 | 0.1275 | 0.1677 | 0 |
Buy And Hold Return (%) | 551.8825 | 551.8825 | 551.8825 | 551.8825 | 551.8825 | 551.8825 |
Max Trade Drawdown | -89473 | -95895 | -96434 | -1606938 | -1013172 | -1239734 |
Profit Factor | 2.3715 | 3.9013 | 1.0066 | 1.0964 | 1.4702 | 0.7915 |
Total Trades | 248 | 124 | 124 | 248 | 124 | 124 |
Winning Trades | 92 | 42 | 50 | 92 | 42 | 50 |
Losing Trades | 156 | 82 | 74 | 156 | 82 | 74 |
Profitability (%) | 37.0968 | 33.871 | 40.3226 | 37.0968 | 33.871 | 40.3226 |
Ratio Avg Win / Avg Loss | 4.0212 | 7.6168 | 1.4898 | 1.8591 | 2.8703 | 1.1714 |
Largest Winning Trade | 850371 | 850371 | 71603 | 1549489 | 1549489 | 658530 |
Largest Losing Trade | -49034 | -18804 | -49034 | -745024 | -385466 | -745024 |
Avg Bars in Trades | 87 | 81 | 92 | 87 | 81 | 92 |
Avg Bars in Winners | 154 | 148 | 159 | 154 | 148 | 159 |
Avg Bars in Losers | 47 | 47 | 47 | 47 | 47 | 47 |
Bars Traded | 21635 | 10129 | 11506 | 21635 | 10129 | 11506 |
Profit Streak | 10.7881 | 10.7881 | 12.2881 | 10.7881 | 10.7881 | 12.2881 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357509 | 312704 | -572316 | -147175 | 57461 | -582015 |
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{ "first_band": { "type": "rma", "factors": { "length": 73, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "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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