Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 99618.0064 | 37628.6741 | 61989.3323 | 133056.2306 | 59786.4342 | 73269.7964 |
Total P&L (%) | 99.618 | 37.6287 | 61.9893 | 133.0562 | 59.7864 | 73.2698 |
Avg Daily Profit (%) | 0.3825 | 0.1445 | 0.238 | 0.3254 | 0.1801 | 0.2113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31208 | -19864 | -22155 | -59779 | -26783 | -42910 |
Profit Factor | 1.7629 | 1.7572 | 1.7663 | 1.6418 | 1.7977 | 1.5535 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 74.6988 | 75.6098 | 73.8095 | 74.6988 | 75.6098 | 73.8095 |
Ratio Avg Win / Avg Loss | 0.5971 | 0.5668 | 0.6268 | 0.5561 | 0.5799 | 0.5513 |
Largest Winning Trade | 10672 | 7647 | 10672 | 13366 | 10599 | 13366 |
Largest Losing Trade | -22155 | -15992 | -22155 | -32801 | -22365 | -32801 |
Avg Bars in Trades | 291 | 189 | 391 | 291 | 189 | 391 |
Avg Bars in Winners | 230 | 148 | 312 | 230 | 148 | 312 |
Avg Bars in Losers | 470 | 314 | 613 | 470 | 314 | 613 |
Bars Traded | 24193 | 7754 | 16439 | 24193 | 7754 | 16439 |
Profit Streak | 20.3045 | 52.867 | 20.3045 | 20.3045 | 52.867 | 20.3045 |
Trades During Streak | 4 | 8 | 2 | 4 | 8 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434440 | 55977 | 388060 | 408460 | 395516 | 377281 |
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{ "first_band": { "type": "bbu", "factors": { "length": 215, "offset": 127, "std": 1.04012 } }, "second_band": { "type": "t3", "factors": { "length": 224, "offset": 0, "a": 0.41763 } } }
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# | 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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