Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 739681.0355 | 589005.8329 | 150675.2026 | 1522201.945 | 826221.2671 | 695980.678 |
Total P&L (%) | 739.681 | 589.0058 | 150.6752 | 1522.2019 | 826.2213 | 695.9807 |
Avg Daily Profit (%) | 0.296 | 0.2357 | 0.0603 | 0.1116 | 0.0891 | 0.083 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -192660 | -168931 | -52057 | -6117458 | -4524465 | -2342491 |
Profit Factor | 2.4483 | 3.0559 | 1.6719 | 1.1254 | 1.1218 | 1.13 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 41 | 20 | 21 | 41 | 20 | 21 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 51.8987 | 51.2821 | 52.5 | 51.8987 | 51.2821 | 52.5 |
Ratio Avg Win / Avg Loss | 2.2691 | 2.9031 | 1.5127 | 1.043 | 1.0657 | 1.0224 |
Largest Winning Trade | 431803 | 431803 | 47954 | 2181220 | 2181220 | 1067032 |
Largest Losing Trade | -35816 | -33097 | -35816 | -1659038 | -1100799 | -1659038 |
Avg Bars in Trades | 184 | 252 | 118 | 184 | 252 | 118 |
Avg Bars in Winners | 233 | 328 | 142 | 233 | 328 | 142 |
Avg Bars in Losers | 131 | 172 | 91 | 131 | 172 | 91 |
Bars Traded | 14575 | 9849 | 4726 | 14575 | 9849 | 4726 |
Profit Streak | 0 | 195.6591 | 0 | 0 | 195.6591 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -17508 | 552344 | -108900 | -157277 | -158996 | -158868 |
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{ "first_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.82837 } }, "second_band": { "type": "bbu", "factors": { "length": 186, "offset": 0, "std": 1.79784 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 203, "offset": 0, "a": 0.82837 } }, "second_band": { "type": "bbu", "factors": { "length": 186, "offset": 0, "std": 1.79784 } } }
# | 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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