Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -176096.4304 | 96505.0987 | -272601.5291 | 2814182.9612 | 173437.4661 | 2640745.4951 |
Total P&L (%) | -176.0964 | 96.5051 | -272.6015 | 2814.183 | 173.4375 | 2640.7455 |
Avg Daily Profit (%) | -0.097 | 0.0531 | -0.1501 | 0.1858 | 0.0554 | 0.1825 |
Buy And Hold Return (%) | 167.3113 | 167.3113 | 167.3113 | 167.3113 | 167.3113 | 167.3113 |
Max Trade Drawdown | -423374 | -69709 | -499828 | -1318200 | -1375060 | -536756 |
Profit Factor | 0.7629 | 1.6937 | 0.5483 | 1.9013 | 1.0862 | 3.3775 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 36 | 20 | 16 | 32 | 13 | 19 |
Losing Trades | 28 | 12 | 16 | 32 | 19 | 13 |
Profitability (%) | 56.25 | 62.5 | 50 | 50 | 40.625 | 59.375 |
Ratio Avg Win / Avg Loss | 0.5933 | 1.0162 | 0.5483 | 1.9013 | 1.5876 | 2.3109 |
Largest Winning Trade | 60543 | 44956 | 60543 | 1239362 | 938719 | 1239362 |
Largest Losing Trade | -314315 | -32821 | -314315 | -1028342 | -1028342 | -335198 |
Avg Bars in Trades | 102 | 93 | 110 | 102 | 93 | 110 |
Avg Bars in Winners | 120 | 94 | 152 | 126 | 111 | 136 |
Avg Bars in Losers | 78 | 92 | 69 | 78 | 81 | 73 |
Bars Traded | 6539 | 2990 | 3549 | 6539 | 2990 | 3549 |
Profit Streak | 72.3109 | 0 | 75.3109 | 72.3109 | 0 | 75.3109 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -722909 | -284052 | -580252 | -131415 | -401577 | 579133 |
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{ "first_band": { "type": "midprice", "factors": { "length": 152, "offset": 0 } }, "second_band": { "type": "midpoint", "factors": { "length": 237, "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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