Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 346912.9257 | 239689.0695 | 107223.8562 | 1215387.3399 | 1069995.5574 | 145391.7825 |
Total P&L (%) | 346.9129 | 239.6891 | 107.2239 | 1215.3873 | 1069.9956 | 145.3918 |
Avg Daily Profit (%) | 0.6661 | 0.4602 | 0.2059 | 0.496 | 0.4734 | 0.1725 |
Buy And Hold Return (%) | 30.8372 | 30.8372 | 30.8372 | 30.8372 | 30.8372 | 30.8372 |
Max Trade Drawdown | -45504 | -30734 | -37838 | -567440 | -217445 | -455103 |
Profit Factor | 2.1236 | 2.653 | 1.6548 | 1.5944 | 2.117 | 1.1338 |
Total Trades | 125 | 63 | 62 | 125 | 63 | 62 |
Winning Trades | 57 | 27 | 30 | 57 | 27 | 30 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 45.6 | 42.8571 | 48.3871 | 45.6 | 42.8571 | 48.3871 |
Ratio Avg Win / Avg Loss | 2.5334 | 3.5373 | 1.7651 | 1.9021 | 2.8227 | 1.2094 |
Largest Winning Trade | 79571 | 79571 | 28190 | 389563 | 389563 | 280346 |
Largest Losing Trade | -14421 | -13085 | -14421 | -183103 | -134013 | -183103 |
Avg Bars in Trades | 196 | 192 | 199 | 196 | 192 | 199 |
Avg Bars in Winners | 309 | 310 | 307 | 309 | 310 | 307 |
Avg Bars in Losers | 101 | 104 | 98 | 101 | 104 | 98 |
Bars Traded | 24532 | 12146 | 12386 | 24532 | 12146 | 12386 |
Profit Streak | 10.8368 | 12.3576 | 0 | 10.8368 | 12.3576 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 516229 | -134781 | -147258 | 441274 | -135286 | -222959 |
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{ "first_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.63868 } }, "second_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 4.82048 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.63868 } }, "second_band": { "type": "bbm", "factors": { "length": 86, "offset": 0, "std": 4.82048 } } }
# | 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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