Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 83030.5057 | 30046.4945 | 52984.0112 | 60086.6231 | 23941.0221 | 36145.601 |
Total P&L (%) | 83.0305 | 30.0465 | 52.984 | 60.0866 | 23.941 | 36.1456 |
Avg Daily Profit (%) | 0.3188 | 0.1154 | 0.2035 | 0.1809 | 0.0825 | 0.1186 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45057 | -25434 | -50030 | -110213 | -47945 | -123745 |
Profit Factor | 1.3978 | 1.2883 | 1.507 | 1.1446 | 1.1264 | 1.1599 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 64 | 29 | 35 | 64 | 29 | 35 |
Losing Trades | 24 | 15 | 9 | 24 | 15 | 9 |
Profitability (%) | 72.7273 | 65.9091 | 79.5455 | 72.7273 | 65.9091 | 79.5455 |
Ratio Avg Win / Avg Loss | 0.5242 | 0.6664 | 0.3875 | 0.4292 | 0.5826 | 0.2982 |
Largest Winning Trade | 14674 | 12584 | 14674 | 21946 | 20791 | 21946 |
Largest Losing Trade | -45057 | -17512 | -45057 | -110213 | -34155 | -110213 |
Avg Bars in Trades | 277 | 303 | 251 | 277 | 303 | 251 |
Avg Bars in Winners | 170 | 162 | 176 | 170 | 162 | 176 |
Avg Bars in Losers | 563 | 575 | 543 | 563 | 575 | 543 |
Bars Traded | 24411 | 13354 | 11057 | 24411 | 13354 | 11057 |
Profit Streak | 2.119 | 0 | 16.7336 | 2.119 | 0 | 16.7336 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 278956 | -43006 | 351355 | -56232 | -169550 | -80096 |
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{ "first_band": { "type": "bbm", "factors": { "length": 247, "offset": 0, "std": 3.32581 } }, "second_band": { "type": "t3", "factors": { "length": 215, "offset": 0, "a": 0.28145 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 247, "offset": 0, "std": 3.32581 } }, "second_band": { "type": "t3", "factors": { "length": 215, "offset": 0, "a": 0.28145 } } }
# | 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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