Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 100155.4225 | 70802.8449 | 29352.5777 | 130817.9424 | 101467.0411 | 29350.9013 |
Total P&L (%) | 100.1554 | 70.8028 | 29.3526 | 130.8179 | 101.467 | 29.3509 |
Avg Daily Profit (%) | 0.3846 | 0.2719 | 0.1127 | 0.3217 | 0.2693 | 0.0989 |
Buy And Hold Return (%) | 29.1226 | 29.1226 | 29.1226 | 29.1226 | 29.1226 | 29.1226 |
Max Trade Drawdown | -26174 | -33930 | -8856 | -33857 | -34566 | -20386 |
Profit Factor | 1.4675 | 1.4442 | 1.5352 | 1.3776 | 1.4072 | 1.3017 |
Total Trades | 206 | 103 | 103 | 206 | 103 | 103 |
Winning Trades | 121 | 56 | 65 | 121 | 56 | 65 |
Losing Trades | 85 | 47 | 38 | 85 | 47 | 38 |
Profitability (%) | 58.7379 | 54.3689 | 63.1068 | 58.7379 | 54.3689 | 63.1068 |
Ratio Avg Win / Avg Loss | 1.0309 | 1.2121 | 0.8975 | 0.9677 | 1.1811 | 0.761 |
Largest Winning Trade | 18998 | 18998 | 4342 | 23113 | 23113 | 7233 |
Largest Losing Trade | -20772 | -20772 | -5618 | -26347 | -26347 | -13745 |
Avg Bars in Trades | 119 | 214 | 24 | 119 | 214 | 24 |
Avg Bars in Winners | 92 | 174 | 21 | 92 | 174 | 21 |
Avg Bars in Losers | 159 | 262 | 31 | 159 | 262 | 31 |
Bars Traded | 24665 | 22108 | 2557 | 24665 | 22108 | 2557 |
Profit Streak | 0 | 0 | 19.9156 | 0 | 0 | 19.9156 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302442 | 146790 | -203894 | 237001 | 185870 | -224069 |
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{ "first_band": { "type": "bbl", "factors": { "length": 212, "offset": 0, "std": 3.52215 } }, "second_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.72786 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 212, "offset": 0, "std": 3.52215 } }, "second_band": { "type": "t3", "factors": { "length": 117, "offset": 0, "a": 0.72786 } } }
# | 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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