Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64031.6465 | 50777.3566 | 13254.2899 | 65053.7754 | 45836.0226 | 19217.7528 |
Total P&L (%) | 64.0316 | 50.7774 | 13.2543 | 65.0538 | 45.836 | 19.2178 |
Avg Daily Profit (%) | 0.7376 | 0.5849 | 0.1527 | 0.5789 | 0.4356 | 0.2027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37272 | -23234 | -19583 | -34428 | -20960 | -17659 |
Profit Factor | 1.5548 | 1.9032 | 1.2239 | 1.5837 | 1.8129 | 1.349 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 52 | 26 | 26 | 52 | 26 | 26 |
Profitability (%) | 45.8333 | 45.8333 | 45.8333 | 45.8333 | 45.8333 | 45.8333 |
Ratio Avg Win / Avg Loss | 1.8375 | 2.2492 | 1.4465 | 1.8717 | 2.1425 | 1.5943 |
Largest Winning Trade | 44654 | 44654 | 14226 | 40200 | 40200 | 22329 |
Largest Losing Trade | -7937 | -7937 | -7194 | -14230 | -14230 | -7246 |
Avg Bars in Trades | 252 | 256 | 247 | 252 | 256 | 247 |
Avg Bars in Winners | 369 | 364 | 375 | 369 | 364 | 375 |
Avg Bars in Losers | 152 | 165 | 140 | 152 | 165 | 140 |
Bars Traded | 24207 | 12315 | 11892 | 24207 | 12315 | 11892 |
Profit Streak | 0 | 0 | 3.7141 | 0 | 0 | 3.7141 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405327 | 351527 | -61660 | 365307 | 284111 | -2234 |
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{ "first_band": { "type": "t3", "factors": { "length": 239, "offset": 0, "a": 0.80581 } }, "second_band": { "type": "bbm", "factors": { "length": 238, "offset": 0, "std": 1.08327 } } }
# | 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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