Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 442162.0026 | 334969.1728 | 107192.8298 | 174834.9794 | 1303009.523 | -1128174.5435 |
Total P&L (%) | 442.162 | 334.9692 | 107.1928 | 174.835 | 1303.0095 | -1128.1745 |
Avg Daily Profit (%) | 0.3087 | 0.2338 | 0.0748 | 0.0706 | 0.1845 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -178246 | -32032 | -170329 | -3263228 | -983257 | -3104867 |
Profit Factor | 2.1253 | 3.7753 | 1.3937 | 1.0322 | 1.8277 | 0.7072 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 44 | 21 | 23 | 44 | 21 | 23 |
Losing Trades | 26 | 14 | 12 | 26 | 14 | 12 |
Profitability (%) | 62.8571 | 60 | 65.7143 | 62.8571 | 60 | 65.7143 |
Ratio Avg Win / Avg Loss | 1.2558 | 2.5169 | 0.7272 | 0.6099 | 1.2185 | 0.369 |
Largest Winning Trade | 75245 | 75245 | 66244 | 840033 | 840033 | 573589 |
Largest Losing Trade | -87595 | -16961 | -87595 | -2286819 | -508156 | -2286819 |
Avg Bars in Trades | 38 | 31 | 45 | 38 | 31 | 45 |
Avg Bars in Winners | 32 | 29 | 34 | 32 | 29 | 34 |
Avg Bars in Losers | 50 | 35 | 67 | 50 | 35 | 67 |
Bars Traded | 2713 | 1119 | 1594 | 2713 | 1119 | 1594 |
Profit Streak | 47.1577 | 0 | 62.6577 | 47.1577 | 0 | 62.6577 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84793 | 579375 | -91042 | -381702 | 415761 | -577776 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "offset": 0 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 102, "offset": 0 } }, "second_band": { "type": "rma", "factors": { "length": 71, "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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