Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 225211.2653 | 344733.9255 | -119522.6602 | -82203.3872 | 46221.1119 | -128424.4991 |
Total P&L (%) | 225.2113 | 344.7339 | -119.5227 | -82.2034 | 46.2211 | -128.4245 |
Avg Daily Profit (%) | 0.1224 | 0.1873 | -0.0649 | -0.0937 | 0.0206 | 0 |
Buy And Hold Return (%) | 114.6879 | 114.6879 | 114.6879 | 114.6879 | 114.6879 | 114.6879 |
Max Trade Drawdown | -173466 | -61260 | -161553 | -231422 | -91977 | -145697 |
Profit Factor | 1.3378 | 2.3175 | 0.7049 | 0.8882 | 1.1415 | 0.6857 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 46.6667 | 51.3514 | 42.1053 | 46.6667 | 51.3514 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.5289 | 2.1955 | 0.9693 | 1.0151 | 1.0815 | 0.9429 |
Largest Winning Trade | 308526 | 308526 | 43864 | 96957 | 96957 | 43066 |
Largest Losing Trade | -70589 | -54863 | -70589 | -91977 | -91977 | -70589 |
Avg Bars in Trades | 69 | 86 | 53 | 69 | 86 | 53 |
Avg Bars in Winners | 89 | 89 | 88 | 89 | 89 | 88 |
Avg Bars in Losers | 52 | 83 | 27 | 52 | 83 | 27 |
Bars Traded | 5226 | 3204 | 2022 | 5226 | 3204 | 2022 |
Profit Streak | 47.4684 | 0 | 49.4684 | 47.4684 | 0 | 49.4684 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -97387 | 324002 | -583271 | -641125 | -395715 | -583271 |
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{ "first_band": { "type": "rma", "factors": { "length": 105, "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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