Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199056.3685 | 121466.31 | 77590.0585 | 181936.5365 | 118021.9121 | 63914.6244 |
Total P&L (%) | 199.0564 | 121.4663 | 77.5901 | 181.9365 | 118.0219 | 63.9146 |
Avg Daily Profit (%) | 0.3822 | 0.2332 | 0.149 | 0.1992 | 0.1498 | 0.0949 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -104300 | -66323 | -54759 | -271568 | -202210 | -122671 |
Profit Factor | 1.4026 | 1.4631 | 1.3342 | 1.1624 | 1.2039 | 1.118 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 42.9752 | 41.6667 | 44.2623 | 42.9752 | 41.6667 | 44.2623 |
Ratio Avg Win / Avg Loss | 1.8611 | 2.0483 | 1.6802 | 1.5424 | 1.6855 | 1.4078 |
Largest Winning Trade | 58159 | 58159 | 30185 | 88731 | 88731 | 75018 |
Largest Losing Trade | -22178 | -22178 | -21017 | -71145 | -71145 | -63720 |
Avg Bars in Trades | 201 | 213 | 190 | 201 | 213 | 190 |
Avg Bars in Winners | 279 | 298 | 262 | 279 | 298 | 262 |
Avg Bars in Losers | 142 | 151 | 133 | 142 | 151 | 133 |
Bars Traded | 24403 | 12789 | 11614 | 24403 | 12789 | 11614 |
Profit Streak | 13.6767 | 0 | 16.4683 | 13.6767 | 0 | 16.4683 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310347 | -163171 | -156676 | -35565 | -165782 | -321286 |
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{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.82943 } }, "second_band": { "type": "bbm", "factors": { "length": 214, "offset": 0, "std": 1.45174 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 178, "offset": 0, "a": 0.82943 } }, "second_band": { "type": "bbm", "factors": { "length": 214, "offset": 0, "std": 1.45174 } } }
# | 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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