Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 92721.3075 | 7049.532 | 85671.7755 | 40960.7594 | -2369.9214 | 43330.6808 |
Total P&L (%) | 92.7213 | 7.0495 | 85.6718 | 40.9608 | -2.3699 | 43.3307 |
Avg Daily Profit (%) | 0.178 | 0.0135 | 0.1645 | 0.0659 | -0.0046 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58379 | -62133 | -47209 | -97795 | -67930 | -84146 |
Profit Factor | 1.3156 | 1.0387 | 1.7668 | 1.1187 | 0.9874 | 1.2773 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 33 | 20 | 13 | 33 | 20 | 13 |
Profitability (%) | 61.1765 | 52.381 | 69.7674 | 61.1765 | 52.381 | 69.7674 |
Ratio Avg Win / Avg Loss | 0.8349 | 0.9443 | 0.7656 | 0.71 | 0.8977 | 0.5535 |
Largest Winning Trade | 31170 | 31170 | 16741 | 20663 | 20663 | 17922 |
Largest Losing Trade | -47209 | -25475 | -47209 | -84146 | -27500 | -84146 |
Avg Bars in Trades | 286 | 301 | 271 | 286 | 301 | 271 |
Avg Bars in Winners | 168 | 168 | 168 | 168 | 168 | 168 |
Avg Bars in Losers | 471 | 447 | 509 | 471 | 447 | 509 |
Bars Traded | 24329 | 12653 | 11676 | 24329 | 12653 | 11676 |
Profit Streak | 12.9117 | 21.6617 | 12.9117 | 12.9117 | 21.6617 | 12.9117 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302812 | -519817 | 379600 | -196172 | -580444 | -101611 |
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{ "first_band": { "type": "bbm", "factors": { "length": 68, "offset": 0, "std": 4.77225 } }, "second_band": { "type": "t3", "factors": { "length": 54, "offset": 221, "a": 0.54025 } } }
# | 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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