Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74059.3541 | 7578.9328 | 66480.4213 | 79689.2251 | 4570.6201 | 75118.6049 |
Total P&L (%) | 74.0594 | 7.5789 | 66.4804 | 79.6892 | 4.5706 | 75.1186 |
Avg Daily Profit (%) | 0.2844 | 0.0291 | 0.2553 | 0.2253 | 0.0172 | 0.2154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34282 | -20887 | -28931 | -54210 | -30622 | -46908 |
Profit Factor | 1.3325 | 1.0768 | 1.5357 | 1.2456 | 1.0318 | 1.4155 |
Total Trades | 187 | 94 | 93 | 187 | 94 | 93 |
Winning Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Losing Trades | 100 | 51 | 49 | 100 | 51 | 49 |
Profitability (%) | 46.5241 | 45.7447 | 47.3118 | 46.5241 | 45.7447 | 47.3118 |
Ratio Avg Win / Avg Loss | 1.5316 | 1.2772 | 1.7102 | 1.4317 | 1.2238 | 1.5764 |
Largest Winning Trade | 24365 | 6516 | 24365 | 29182 | 8814 | 29182 |
Largest Losing Trade | -14254 | -4774 | -14254 | -24245 | -6963 | -24245 |
Avg Bars in Trades | 128 | 40 | 217 | 128 | 40 | 217 |
Avg Bars in Winners | 190 | 44 | 333 | 190 | 44 | 333 |
Avg Bars in Losers | 73 | 36 | 112 | 73 | 36 | 112 |
Bars Traded | 24002 | 3803 | 20199 | 24002 | 3803 | 20199 |
Profit Streak | 19.3624 | 22.6541 | 19.3624 | 19.3624 | 22.6541 | 19.3624 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345769 | -457345 | 331877 | 268460 | -523095 | 301615 |
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{ "first_band": { "type": "t3", "factors": { "length": 183, "offset": 0, "a": 0.7468 } }, "second_band": { "type": "bbl", "factors": { "length": 246, "offset": 0, "std": 3.54199 } } }
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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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