Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 662750.9693 | 668449.7173 | -5698.748 | 122168.4749 | 869136.423 | -746967.9481 |
Total P&L (%) | 662.751 | 668.4497 | -5.6987 | 122.1685 | 869.1364 | -746.9679 |
Avg Daily Profit (%) | 0.3354 | 0.3383 | -0.0029 | 0.0404 | 0.115 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187798 | -196064 | -52411 | -4290030 | -3817730 | -1475095 |
Profit Factor | 2.4567 | 2.8739 | 0.942 | 1.0113 | 1.0996 | 0.6435 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 59.0164 | 60 | 58.0645 | 59.0164 | 60 | 58.0645 |
Ratio Avg Win / Avg Loss | 1.706 | 1.9159 | 0.6803 | 0.7023 | 0.7331 | 0.4648 |
Largest Winning Trade | 298243 | 298243 | 12345 | 1609788 | 1609788 | 405655 |
Largest Losing Trade | -79704 | -79704 | -34747 | -2942231 | -2942231 | -1074902 |
Avg Bars in Trades | 156 | 310 | 8 | 156 | 310 | 8 |
Avg Bars in Winners | 110 | 212 | 9 | 110 | 212 | 9 |
Avg Bars in Losers | 223 | 456 | 7 | 223 | 456 | 7 |
Bars Traded | 9569 | 9301 | 268 | 9569 | 9301 | 268 |
Profit Streak | 0 | 705.5159 | 0 | 0 | 705.5159 | 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 | -150954 | 608835 | -579494 | -513535 | -149444 | -579494 |
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{ "first_band": { "type": "bbl", "factors": { "length": 163, "offset": 0, "std": 2.60561 } }, "second_band": { "type": "t3", "factors": { "length": 51, "offset": 0, "a": 0.55805 } } }
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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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