Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 310864.6908 | 262537.3692 | 48327.3215 | 279942.2668 | 199900.8128 | 80041.454 |
Total P&L (%) | 310.8647 | 262.5374 | 48.3273 | 279.9423 | 199.9008 | 80.0415 |
Avg Daily Profit (%) | 0.5969 | 0.5041 | 0.0928 | 0.2566 | 0.2111 | 0.113 |
Buy And Hold Return (%) | 67.4436 | 67.4436 | 67.4436 | 67.4436 | 67.4436 | 67.4436 |
Max Trade Drawdown | -53659 | -42430 | -50405 | -119363 | -79291 | -60905 |
Profit Factor | 2.1119 | 2.899 | 1.342 | 1.5368 | 1.7386 | 1.3191 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 63 | 30 | 33 | 63 | 30 | 33 |
Profitability (%) | 38.2353 | 41.1765 | 35.2941 | 38.2353 | 41.1765 | 35.2941 |
Ratio Avg Win / Avg Loss | 3.4115 | 4.1414 | 2.4602 | 2.4826 | 2.4837 | 2.4184 |
Largest Winning Trade | 271372 | 271372 | 22232 | 164046 | 164046 | 44354 |
Largest Losing Trade | -16292 | -13662 | -16292 | -50763 | -50763 | -37383 |
Avg Bars in Trades | 235 | 231 | 239 | 235 | 231 | 239 |
Avg Bars in Winners | 436 | 390 | 489 | 436 | 390 | 489 |
Avg Bars in Losers | 111 | 120 | 103 | 111 | 120 | 103 |
Bars Traded | 24049 | 11820 | 12229 | 24049 | 11820 | 12229 |
Profit Streak | 0 | 25.0267 | 0 | 0 | 25.0267 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 305139 | -170074 | -419757 | 136319 | -175643 | -334883 |
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{ "first_band": { "type": "rma", "factors": { "length": 228, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 236, "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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