Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77023.4981 | -1535.3002 | 78558.7984 | 90903.8113 | -2550.8066 | 93454.6179 |
Total P&L (%) | 77.0235 | -1.5353 | 78.5588 | 90.9038 | -2.5508 | 93.4546 |
Avg Daily Profit (%) | 0.2958 | -0.0059 | 0.3017 | 0.2486 | -0.0099 | 0.2537 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23758 | -9029 | -19259 | -45968 | -15929 | -38289 |
Profit Factor | 1.8435 | 0.9507 | 2.3052 | 1.5804 | 0.9484 | 1.8716 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 31 | 18 | 13 | 31 | 18 | 13 |
Profitability (%) | 56.338 | 50 | 62.8571 | 56.338 | 50 | 62.8571 |
Ratio Avg Win / Avg Loss | 1.4287 | 0.9507 | 1.3622 | 1.2248 | 0.9484 | 1.1059 |
Largest Winning Trade | 31211 | 5060 | 31211 | 33997 | 7665 | 33997 |
Largest Losing Trade | -17600 | -4958 | -17600 | -32123 | -6513 | -32123 |
Avg Bars in Trades | 338 | 23 | 663 | 338 | 23 | 663 |
Avg Bars in Winners | 386 | 24 | 682 | 386 | 24 | 682 |
Avg Bars in Losers | 277 | 22 | 630 | 277 | 22 | 630 |
Bars Traded | 24059 | 851 | 23208 | 24059 | 851 | 23208 |
Profit Streak | 3.2654 | 3.2863 | 0 | 3.2654 | 3.2863 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -81644 | -582497 | 433067 | -82637 | -582775 | 388183 |
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{ "first_band": { "type": "bbu", "factors": { "length": 89, "offset": 0, "std": 3.75018 } }, "second_band": { "type": "t3", "factors": { "length": 136, "offset": 0, "a": 0.3615 } } }
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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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