Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6330460.4316 | 6410419.2576 | -79958.8261 | 29852.4169 | 1277761.5946 | -1247909.1777 |
Total P&L (%) | 6330.4604 | 6410.4193 | -79.9588 | 29.8524 | 1277.7616 | -1247.9092 |
Avg Daily Profit (%) | 2.683 | 2.7169 | -0.0339 | 0.0111 | 0.1112 | 0 |
Buy And Hold Return (%) | 537.9019 | 537.9019 | 537.9019 | 537.9019 | 537.9019 | 537.9019 |
Max Trade Drawdown | -262374 | -172201 | -181951 | -2107801 | -860538 | -1333396 |
Profit Factor | 10.1449 | 18.9075 | 0.7608 | 1.0101 | 2.0431 | 0.2778 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Losing Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Profitability (%) | 45.0704 | 45.7143 | 44.4444 | 45.0704 | 45.7143 | 44.4444 |
Ratio Avg Win / Avg Loss | 12.3641 | 22.4526 | 0.951 | 1.2311 | 2.4262 | 0.3472 |
Largest Winning Trade | 6526532 | 6526532 | 47498 | 2147264 | 2147264 | 132471 |
Largest Losing Trade | -46452 | -34861 | -46452 | -865187 | -345218 | -865187 |
Avg Bars in Trades | 120 | 173 | 67 | 120 | 173 | 67 |
Avg Bars in Winners | 160 | 228 | 92 | 160 | 228 | 92 |
Avg Bars in Losers | 86 | 127 | 48 | 86 | 127 | 48 |
Bars Traded | 8523 | 6082 | 2441 | 8523 | 6082 | 2441 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -69865 | 780546 | -582940 | -646422 | -46260 | -582940 |
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{ "first_band": { "type": "t3", "factors": { "length": 179, "offset": 0, "a": 0.3569 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 3.43825 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 179, "offset": 0, "a": 0.3569 } }, "second_band": { "type": "bbu", "factors": { "length": 231, "offset": 0, "std": 3.43825 } } }
# | 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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