Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1000612.9177 | 969910.2388 | 30702.6789 | 1501371.7285 | 1875989.9838 | -374618.2552 |
Total P&L (%) | 1000.6129 | 969.9102 | 30.7027 | 1501.3717 | 1875.99 | -374.6183 |
Avg Daily Profit (%) | 0.5422 | 0.5256 | 0.0166 | 0.1504 | 0.1618 | 0 |
Buy And Hold Return (%) | 451.1245 | 451.1245 | 451.1245 | 451.1245 | 451.1245 | 451.1245 |
Max Trade Drawdown | -151725 | -141785 | -52480 | -6693075 | -5725332 | -1583257 |
Profit Factor | 2.3218 | 2.7609 | 1.1489 | 1.0791 | 1.1311 | 0.92 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 63 | 33 | 30 | 63 | 33 | 30 |
Profitability (%) | 48.7805 | 45.9016 | 51.6129 | 48.7805 | 45.9016 | 51.6129 |
Ratio Avg Win / Avg Loss | 2.4379 | 3.2539 | 1.0771 | 1.133 | 1.3331 | 0.8625 |
Largest Winning Trade | 331713 | 331713 | 36936 | 2873513 | 2873513 | 509730 |
Largest Losing Trade | -59626 | -59626 | -20370 | -2680531 | -2680531 | -815835 |
Avg Bars in Trades | 87 | 149 | 27 | 87 | 149 | 27 |
Avg Bars in Winners | 99 | 178 | 29 | 99 | 178 | 29 |
Avg Bars in Losers | 76 | 124 | 24 | 76 | 124 | 24 |
Bars Traded | 10796 | 9121 | 1675 | 10796 | 9121 | 1675 |
Profit Streak | 0 | 114.7498 | 0 | 0 | 114.7498 | 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 | 352815 | -152116 | -546843 | -128910 | -232984 | -734471 |
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{ "first_band": { "type": "t3", "factors": { "length": 68, "offset": 0, "a": 0.7745 } }, "second_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 1.95182 } } }
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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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