Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 366479.4019 | 367270.1907 | -790.7887 | 1099.5049 | 61947.8528 | -60848.3479 |
Total P&L (%) | 366.4794 | 367.2702 | -0.7908 | 1.0995 | 61.9479 | -60.8483 |
Avg Daily Profit (%) | 0.2134 | 0.2138 | -0.0005 | 0.0006 | 0.0281 | -0.0546 |
Buy And Hold Return (%) | 147.1804 | 147.1804 | 147.1804 | 147.1804 | 147.1804 | 147.1804 |
Max Trade Drawdown | -139742 | -80520 | -83018 | -206936 | -160293 | -88280 |
Profit Factor | 1.6922 | 2.2163 | 0.9965 | 1.0021 | 1.2201 | 0.744 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 50 | 47.3684 | 52.6316 | 50 | 47.3684 | 52.6316 |
Ratio Avg Win / Avg Loss | 1.6922 | 2.4625 | 0.8969 | 1.0021 | 1.3557 | 0.6696 |
Largest Winning Trade | 199521 | 199521 | 48015 | 169267 | 169267 | 29318 |
Largest Losing Trade | -67112 | -56724 | -67112 | -82312 | -82312 | -59719 |
Avg Bars in Trades | 43 | 55 | 31 | 43 | 55 | 31 |
Avg Bars in Winners | 55 | 71 | 41 | 55 | 71 | 41 |
Avg Bars in Losers | 31 | 40 | 21 | 31 | 40 | 21 |
Bars Traded | 3321 | 2108 | 1213 | 3321 | 2108 | 1213 |
Profit Streak | 0 | 187.9159 | 0 | 0 | 187.9159 | 0 |
Trades During Streak | 0 | 5 | 0 | 0 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46458 | 315784 | -580423 | -629709 | -321155 | -580423 |
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{ "first_band": { "type": "t3", "factors": { "length": 55, "offset": 0, "a": 0.72342 } }, "second_band": { "type": "midprice", "factors": { "length": 56, "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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