Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 395152.3216 | 343171.0234 | 51981.2983 | 11669.5258 | -181719.1552 | 193388.6809 |
Total P&L (%) | 395.1523 | 343.171 | 51.9813 | 11.6695 | -181.7192 | 193.3887 |
Avg Daily Profit (%) | 0.1897 | 0.1647 | 0.025 | 0.0053 | 0 | 0.0517 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190583 | -136584 | -173644 | -1479276 | -1145332 | -614932 |
Profit Factor | 1.2444 | 1.4313 | 1.0633 | 1.0016 | 0.9517 | 1.0551 |
Total Trades | 480 | 240 | 240 | 480 | 240 | 240 |
Winning Trades | 241 | 114 | 127 | 241 | 114 | 127 |
Losing Trades | 239 | 126 | 113 | 239 | 126 | 113 |
Profitability (%) | 50.2083 | 47.5 | 52.9167 | 50.2083 | 47.5 | 52.9167 |
Ratio Avg Win / Avg Loss | 1.2341 | 1.5819 | 0.9461 | 0.9933 | 1.0518 | 0.9387 |
Largest Winning Trade | 166375 | 166375 | 35684 | 409097 | 409097 | 267203 |
Largest Losing Trade | -54009 | -38337 | -54009 | -303958 | -303958 | -297434 |
Avg Bars in Trades | 51 | 56 | 46 | 51 | 56 | 46 |
Avg Bars in Winners | 54 | 61 | 48 | 54 | 61 | 48 |
Avg Bars in Losers | 48 | 51 | 45 | 48 | 51 | 45 |
Bars Traded | 24715 | 13457 | 11258 | 24715 | 13457 | 11258 |
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 | 353251 | 325615 | -312199 | -517472 | -579383 | -284460 |
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{ "first_band": { "type": "rma", "factors": { "length": 50, "offset": 0 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "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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