Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 198757.8102 | 312285.7783 | -113527.9682 | -92381.295 | 200759.9027 | -293141.1977 |
Total P&L (%) | 198.7578 | 312.2858 | -113.528 | -92.3813 | 200.7599 | -293.1412 |
Avg Daily Profit (%) | 0.1035 | 0.1625 | -0.0591 | -0.1339 | 0.0573 | 0 |
Buy And Hold Return (%) | 18.0836 | 18.0836 | 18.0836 | 18.0836 | 18.0836 | 18.0836 |
Max Trade Drawdown | -402404 | -255503 | -206850 | -298105 | -134664 | -298994 |
Profit Factor | 1.2382 | 1.7294 | 0.7206 | 0.8325 | 2.055 | 0.1886 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 54.2169 | 52.381 | 56.0976 | 54.2169 | 52.381 | 56.0976 |
Ratio Avg Win / Avg Loss | 1.0456 | 1.5722 | 0.564 | 0.703 | 1.8682 | 0.1476 |
Largest Winning Trade | 134701 | 134701 | 27242 | 168711 | 168711 | 27143 |
Largest Losing Trade | -64562 | -64562 | -52935 | -127374 | -56063 | -127374 |
Avg Bars in Trades | 90 | 146 | 32 | 90 | 146 | 32 |
Avg Bars in Winners | 58 | 93 | 24 | 58 | 93 | 24 |
Avg Bars in Losers | 128 | 204 | 44 | 128 | 204 | 44 |
Bars Traded | 7501 | 6151 | 1350 | 7501 | 6151 | 1350 |
Profit Streak | 152.3899 | 175.1399 | 152.3899 | 152.3899 | 175.1399 | 152.3899 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -54482 | 442312 | -578988 | -580096 | -110752 | -578988 |
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{ "first_band": { "type": "bbl", "factors": { "length": 168, "offset": 0, "std": 4.37141 } }, "second_band": { "type": "t3", "factors": { "length": 167, "offset": 0, "a": 0.79989 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 168, "offset": 0, "std": 4.37141 } }, "second_band": { "type": "t3", "factors": { "length": 167, "offset": 0, "a": 0.79989 } } }
# | 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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