Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53221.0228 | 25620.0697 | 27600.9531 | 60526.5493 | 29743.3184 | 30783.2309 |
Total P&L (%) | 53.221 | 25.6201 | 27.601 | 60.5265 | 29.7433 | 30.7832 |
Avg Daily Profit (%) | 0.6885 | 0.3314 | 0.3571 | 0.6142 | 0.3374 | 0.3478 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -24685 | -15644 | -17528 | -24306 | -16500 | -24028 |
Profit Factor | 1.4022 | 1.3938 | 1.4103 | 1.4085 | 1.4131 | 1.4041 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 112 | 54 | 58 | 112 | 54 | 58 |
Losing Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Profitability (%) | 68.2927 | 65.8537 | 70.7317 | 68.2927 | 65.8537 | 70.7317 |
Ratio Avg Win / Avg Loss | 0.651 | 0.7227 | 0.5836 | 0.6539 | 0.7327 | 0.581 |
Largest Winning Trade | 7433 | 7433 | 6276 | 10266 | 10266 | 5706 |
Largest Losing Trade | -10372 | -7451 | -10372 | -13916 | -8063 | -13916 |
Avg Bars in Trades | 134 | 131 | 136 | 134 | 131 | 136 |
Avg Bars in Winners | 96 | 93 | 99 | 96 | 93 | 99 |
Avg Bars in Losers | 215 | 204 | 227 | 215 | 204 | 227 |
Bars Traded | 21977 | 10765 | 11211 | 21977 | 10765 | 11211 |
Profit Streak | 11.319 | 12.2426 | 11.319 | 11.319 | 12.2426 | 11.319 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 434312 | 27077 | 68246 | 430355 | 46351 | 74221 |
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{ "first_band": { "type": "bbm", "factors": { "length": 82, "offset": 0, "std": 3.22822 } }, "second_band": { "type": "t3", "factors": { "length": 110, "offset": 0, "a": 0.62249 } } }
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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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