Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 34702.2386 | 3048.4698 | 31653.7689 | 36329.8381 | 2631.5935 | 33698.2446 |
Total P&L (%) | 34.7022 | 3.0485 | 31.6538 | 36.3298 | 2.6316 | 33.6982 |
Avg Daily Profit (%) | 0.3997 | 0.0351 | 0.3646 | 0.3576 | 0.0299 | 0.3351 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -25054 | -19439 | -10108 | -31028 | -23561 | -13079 |
Profit Factor | 1.4504 | 1.071 | 1.9288 | 1.4355 | 1.0566 | 1.9129 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 56 | 27 | 29 | 56 | 27 | 29 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 62.2222 | 60 | 64.4444 | 62.2222 | 60 | 64.4444 |
Ratio Avg Win / Avg Loss | 0.8806 | 0.714 | 1.0641 | 0.8715 | 0.7044 | 1.0554 |
Largest Winning Trade | 5832 | 5447 | 5832 | 6467 | 4926 | 6467 |
Largest Losing Trade | -9138 | -8791 | -9138 | -9283 | -9283 | -8515 |
Avg Bars in Trades | 268 | 218 | 317 | 268 | 218 | 317 |
Avg Bars in Winners | 208 | 151 | 260 | 208 | 151 | 260 |
Avg Bars in Losers | 367 | 319 | 420 | 367 | 319 | 420 |
Bars Traded | 24139 | 9842 | 14297 | 24139 | 9842 | 14297 |
Profit Streak | 1.3559 | 1.3559 | 4.3212 | 1.3559 | 1.3559 | 4.3212 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 153035 | -459127 | 346541 | 142001 | -481577 | 342890 |
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{ "first_band": { "type": "bbu", "factors": { "length": 229, "offset": 0, "std": 2.3662 } }, "second_band": { "type": "t3", "factors": { "length": 185, "offset": 234, "a": 0.61818 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 229, "offset": 0, "std": 2.3662 } }, "second_band": { "type": "t3", "factors": { "length": 185, "offset": 234, "a": 0.61818 } } }
# | 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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