Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 503723.5408 | 404778.5745 | 98944.9663 | 376649.4876 | -163609.1237 | 540258.6114 |
Total P&L (%) | 503.7235 | 404.7786 | 98.945 | 376.6495 | -163.6091 | 540.2586 |
Avg Daily Profit (%) | 0.2418 | 0.1943 | 0.0475 | 0.075 | 0 | 0.0892 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84310 | -82546 | -143155 | -821442 | -673666 | -454422 |
Profit Factor | 1.6236 | 2.0555 | 1.2332 | 1.0976 | 0.9182 | 1.2902 |
Total Trades | 162 | 81 | 81 | 162 | 81 | 81 |
Winning Trades | 72 | 35 | 37 | 72 | 35 | 37 |
Losing Trades | 90 | 46 | 44 | 90 | 46 | 44 |
Profitability (%) | 44.4444 | 43.2099 | 45.679 | 44.4444 | 43.2099 | 45.679 |
Ratio Avg Win / Avg Loss | 2.0295 | 2.7015 | 1.4665 | 1.3719 | 1.2068 | 1.5343 |
Largest Winning Trade | 178415 | 178415 | 63838 | 331823 | 331823 | 297748 |
Largest Losing Trade | -42774 | -22146 | -42774 | -186221 | -186221 | -182582 |
Avg Bars in Trades | 151 | 135 | 166 | 151 | 135 | 166 |
Avg Bars in Winners | 230 | 201 | 258 | 230 | 201 | 258 |
Avg Bars in Losers | 87 | 86 | 88 | 87 | 86 | 88 |
Bars Traded | 24476 | 11007 | 13469 | 24476 | 11007 | 13469 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 365666 | -3118 | -143429 | -207331 | -593710 | -85982 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 75, "offset": 138 } }, "second_band": { "type": "rma", "factors": { "length": 91, "offset": 0 } } }
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# | 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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