Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435225.5589 | 293928.2966 | 141297.2622 | 874359.6371 | 770467.2558 | 103892.3814 |
Total P&L (%) | 435.2256 | 293.9283 | 141.2973 | 874.3596 | 770.4673 | 103.8924 |
Avg Daily Profit (%) | 0.3052 | 0.2061 | 0.0991 | 0.1598 | 0.1519 | 0.05 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -113809 | -67290 | -71224 | -858353 | -169874 | -912004 |
Profit Factor | 2.0002 | 2.6665 | 1.546 | 1.4621 | 2.5831 | 1.0739 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 56 | 29 | 27 | 56 | 29 | 27 |
Losing Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Profitability (%) | 60.2151 | 63.0435 | 57.4468 | 60.2151 | 63.0435 | 57.4468 |
Ratio Avg Win / Avg Loss | 1.3215 | 1.5631 | 1.1452 | 0.966 | 1.5142 | 0.7955 |
Largest Winning Trade | 152120 | 152120 | 46037 | 523941 | 479075 | 523941 |
Largest Losing Trade | -35806 | -35806 | -33949 | -550097 | -165047 | -550097 |
Avg Bars in Trades | 44 | 41 | 47 | 44 | 41 | 47 |
Avg Bars in Winners | 46 | 41 | 50 | 46 | 41 | 50 |
Avg Bars in Losers | 41 | 40 | 43 | 41 | 40 | 43 |
Bars Traded | 4127 | 1892 | 2235 | 4127 | 1892 | 2235 |
Profit Streak | 49.3666 | 49.3666 | 79.0332 | 49.3666 | 49.3666 | 79.0332 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 511156 | 543163 | -57094 | 363273 | 535670 | -265043 |
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{ "first_band": { "type": "t3", "factors": { "length": 4, "offset": 93, "a": 0.12082 } }, "second_band": { "type": "bbm", "factors": { "length": 193, "offset": 0, "std": 1.14004 } } }
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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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