Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1489342.4816 | -66846.74 | -1422495.7416 | -1614604.9574 | -9030909.2835 | 7416304.3261 |
Total P&L (%) | -1489.3425 | -66.8467 | -1422.4957 | -1614.605 | -9030.9093 | 7416.3043 |
Avg Daily Profit (%) | -0.8121 | -0.0364 | -0.7756 | 0 | 0 | 0.2358 |
Buy And Hold Return (%) | 750.7305 | 750.7305 | 750.7305 | 750.7305 | 750.7305 | 750.7305 |
Max Trade Drawdown | -1564437 | -162468 | -1458641 | -17415779 | -10576310 | -10570489 |
Profit Factor | 0.2545 | 0.7689 | 0.1674 | 0.9465 | 0.4003 | 1.4913 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 38 | 17 | 21 | 29 | 14 | 15 |
Losing Trades | 25 | 15 | 10 | 34 | 18 | 16 |
Profitability (%) | 60.3175 | 53.125 | 67.7419 | 46.0317 | 43.75 | 48.3871 |
Ratio Avg Win / Avg Loss | 0.1674 | 0.6785 | 0.0797 | 1.1096 | 0.5146 | 1.5908 |
Largest Winning Trade | 51134 | 30953 | 51134 | 11805965 | 1615485 | 11805965 |
Largest Losing Trade | -669878 | -53124 | -669878 | -6526699 | -3631036 | -6526699 |
Avg Bars in Trades | 107 | 53 | 163 | 107 | 53 | 163 |
Avg Bars in Winners | 82 | 32 | 122 | 126 | 60 | 187 |
Avg Bars in Losers | 146 | 77 | 250 | 92 | 48 | 141 |
Bars Traded | 6794 | 1712 | 5082 | 6794 | 1712 | 5082 |
Profit Streak | 187.4781 | 187.4781 | 237.2281 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -729467 | -579817 | -577927 | -731654 | -583240 | 361469 |
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{ "first_band": { "type": "bbu", "factors": { "length": 39, "offset": 0, "std": 3.42528 } }, "second_band": { "type": "t3", "factors": { "length": 212, "offset": 0, "a": 0.76431 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 39, "offset": 0, "std": 3.42528 } }, "second_band": { "type": "t3", "factors": { "length": 212, "offset": 0, "a": 0.76431 } } }
# | 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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