Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1076725.7126 | 894650.7277 | 182074.9848 | 20858353.9064 | 17854524.5166 | 3003829.3898 |
Total P&L (%) | 1076.7257 | 894.6507 | 182.075 | 20858.3539 | 17854.5245 | 3003.8294 |
Avg Daily Profit (%) | 0.517 | 0.4296 | 0.0874 | 0.257 | 0.2496 | 0.1651 |
Buy And Hold Return (%) | 312.1864 | 312.1864 | 312.1864 | 312.1864 | 312.1864 | 312.1864 |
Max Trade Drawdown | -66906 | -44871 | -92599 | -21315672 | -13089893 | -19290832 |
Profit Factor | 3.7644 | 5.9855 | 1.8668 | 1.2794 | 1.4694 | 1.082 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 34 | 13 | 21 | 34 | 13 | 21 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 46.5753 | 35.1351 | 58.3333 | 46.5753 | 35.1351 | 58.3333 |
Ratio Avg Win / Avg Loss | 4.318 | 11.0502 | 1.3334 | 1.4676 | 2.7128 | 0.7729 |
Largest Winning Trade | 363889 | 363889 | 59109 | 18606271 | 18606271 | 9330354 |
Largest Losing Trade | -51417 | -18125 | -51417 | -6852440 | -5502850 | -6852440 |
Avg Bars in Trades | 338 | 303 | 374 | 338 | 303 | 374 |
Avg Bars in Winners | 587 | 646 | 550 | 587 | 646 | 550 |
Avg Bars in Losers | 121 | 116 | 129 | 121 | 116 | 129 |
Bars Traded | 24712 | 11213 | 13499 | 24712 | 11213 | 13499 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62685 | 342434 | -238499 | -69126 | 176991 | -123124 |
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{ "first_band": { "type": "t3", "factors": { "length": 164, "offset": 0, "a": 0.12277 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 2.77358 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 164, "offset": 0, "a": 0.12277 } }, "second_band": { "type": "bbm", "factors": { "length": 49, "offset": 0, "std": 2.77358 } } }
# | 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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