Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579726.9777 | 491490.1071 | 88236.8706 | 769512.9367 | 854526.5662 | -85013.6294 |
Total P&L (%) | 579.727 | 491.4901 | 88.2369 | 769.5129 | 854.5266 | -85.0136 |
Avg Daily Profit (%) | 0.2933 | 0.2486 | 0.0446 | 0.1095 | 0.1142 | -0.096 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163597 | -140941 | -105899 | -1792410 | -1419397 | -927643 |
Profit Factor | 1.9239 | 2.5031 | 1.2936 | 1.1723 | 1.37 | 0.9606 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 39.5833 | 35.4167 | 43.75 | 39.5833 | 35.4167 | 43.75 |
Ratio Avg Win / Avg Loss | 2.9364 | 4.5644 | 1.6632 | 1.7893 | 2.4983 | 1.235 |
Largest Winning Trade | 193480 | 193480 | 67458 | 839336 | 720233 | 839336 |
Largest Losing Trade | -52676 | -40098 | -52676 | -835469 | -835469 | -619666 |
Avg Bars in Trades | 80 | 73 | 88 | 80 | 73 | 88 |
Avg Bars in Winners | 142 | 138 | 146 | 142 | 138 | 146 |
Avg Bars in Losers | 40 | 37 | 43 | 40 | 37 | 43 |
Bars Traded | 7759 | 3517 | 4242 | 7759 | 3517 | 4242 |
Profit Streak | 0 | 0 | 559.1019 | 0 | 0 | 559.1019 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 312954 | 260107 | -133892 | -80092 | -44090 | -580869 |
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{ "first_band": { "type": "t3", "factors": { "length": 43, "offset": 0, "a": 0.25076 } }, "second_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 4.01154 } } }
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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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