Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56223.214 | 21795.542 | 34427.672 | 61414.6774 | 10434.3389 | 50980.3385 |
Total P&L (%) | 56.2232 | 21.7955 | 34.4277 | 61.4147 | 10.4343 | 50.9803 |
Avg Daily Profit (%) | 0.6477 | 0.2511 | 0.3966 | 0.5531 | 0.1144 | 0.4757 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -48692 | -30485 | -20522 | -102871 | -67765 | -38094 |
Profit Factor | 1.4474 | 1.2895 | 1.6834 | 1.2402 | 1.0678 | 1.5012 |
Total Trades | 106 | 53 | 53 | 106 | 53 | 53 |
Winning Trades | 71 | 34 | 37 | 71 | 34 | 37 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 66.9811 | 64.1509 | 69.8113 | 66.9811 | 64.1509 | 69.8113 |
Ratio Avg Win / Avg Loss | 0.7135 | 0.7206 | 0.728 | 0.6114 | 0.5967 | 0.6492 |
Largest Winning Trade | 10307 | 10307 | 8211 | 19279 | 17680 | 19279 |
Largest Losing Trade | -13597 | -13597 | -8095 | -27983 | -27983 | -17890 |
Avg Bars in Trades | 220 | 213 | 228 | 220 | 213 | 228 |
Avg Bars in Winners | 165 | 147 | 182 | 165 | 147 | 182 |
Avg Bars in Losers | 332 | 331 | 334 | 332 | 331 | 334 |
Bars Traded | 23415 | 11317 | 12098 | 23415 | 11317 | 12098 |
Profit Streak | 4.221 | 5.4779 | 4.221 | 4.221 | 5.4779 | 4.221 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406957 | -177788 | -171990 | 344740 | -518688 | -170629 |
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{ "first_band": { "type": "bbm", "factors": { "length": 126, "offset": 61, "std": 2.60618 } }, "second_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.66439 } } }
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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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