Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 102535.5825 | 65003.6695 | 37531.913 | -2811.7771 | 116564.5306 | -119376.3076 |
Total P&L (%) | 102.5356 | 65.0037 | 37.5319 | -2.8118 | 116.5645 | -119.3763 |
Avg Daily Profit (%) | 0.3937 | 0.2496 | 0.1441 | -0.011 | 0.2972 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83129 | -10551 | -99142 | -258001 | -16189 | -298091 |
Profit Factor | 1.4657 | 2.2391 | 1.2238 | 0.9944 | 2.5423 | 0.7184 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 67.3684 | 66.6667 | 68.0851 | 67.3684 | 66.6667 | 68.0851 |
Ratio Avg Win / Avg Loss | 0.7099 | 1.1196 | 0.5736 | 0.4816 | 1.2711 | 0.3368 |
Largest Winning Trade | 29816 | 13670 | 29816 | 46513 | 26161 | 46513 |
Largest Losing Trade | -75471 | -7695 | -75471 | -179970 | -16189 | -179970 |
Avg Bars in Trades | 252 | 84 | 423 | 252 | 84 | 423 |
Avg Bars in Winners | 216 | 89 | 342 | 216 | 89 | 342 |
Avg Bars in Losers | 326 | 74 | 594 | 326 | 74 | 594 |
Bars Traded | 23944 | 4055 | 19889 | 23944 | 4055 | 19889 |
Profit Streak | 7.1297 | 36.7339 | 0 | 7.1297 | 36.7339 | 0 |
Trades During Streak | 1 | 5 | 0 | 1 | 5 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 387939 | 477074 | -4105 | -578708 | 524755 | -579748 |
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{ "first_band": { "type": "bbu", "factors": { "length": 87, "offset": 0, "std": 3.75059 } }, "second_band": { "type": "t3", "factors": { "length": 210, "offset": 0, "a": 0.06501 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 87, "offset": 0, "std": 3.75059 } }, "second_band": { "type": "t3", "factors": { "length": 210, "offset": 0, "a": 0.06501 } } }
# | 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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