Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 56262.1914 | 22188.2768 | 34073.9147 | 69862.5438 | 25050.7375 | 44811.8062 |
Total P&L (%) | 56.2622 | 22.1883 | 34.0739 | 69.8625 | 25.0507 | 44.8118 |
Avg Daily Profit (%) | 1.0803 | 0.426 | 0.6543 | 1.0225 | 0.4302 | 0.7135 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11138 | -8074 | -11496 | -19813 | -14174 | -19327 |
Profit Factor | 1.6835 | 1.5831 | 1.7698 | 1.5347 | 1.4132 | 1.64 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Losing Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Profitability (%) | 58.7413 | 59.7222 | 57.7465 | 58.7413 | 59.7222 | 57.7465 |
Ratio Avg Win / Avg Loss | 1.1825 | 1.0677 | 1.295 | 1.078 | 0.9531 | 1.2 |
Largest Winning Trade | 6379 | 5783 | 6379 | 8247 | 8002 | 8247 |
Largest Losing Trade | -6708 | -6708 | -4741 | -10096 | -10096 | -7010 |
Avg Bars in Trades | 169 | 101 | 239 | 169 | 101 | 239 |
Avg Bars in Winners | 158 | 78 | 242 | 158 | 78 | 242 |
Avg Bars in Losers | 185 | 134 | 234 | 185 | 134 | 234 |
Bars Traded | 24264 | 7289 | 16975 | 24264 | 7289 | 16975 |
Profit Streak | 0 | 0 | 4.9602 | 0 | 0 | 4.9602 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 489952 | -74040 | -75308 | 500630 | -74830 | -74376 |
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{ "first_band": { "type": "bbu", "factors": { "length": 81, "offset": 0, "std": 1.22754 } }, "second_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.67772 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 81, "offset": 0, "std": 1.22754 } }, "second_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.67772 } } }
# | 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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