Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42265.7414 | 24277.2822 | 17988.4592 | 46518.4848 | 25048.3846 | 21470.1001 |
Total P&L (%) | 42.2657 | 24.2773 | 17.9885 | 46.5185 | 25.0484 | 21.4701 |
Avg Daily Profit (%) | 0.4869 | 0.2797 | 0.2072 | 0.441 | 0.2578 | 0.2243 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17685 | -13124 | -10629 | -26396 | -17836 | -14974 |
Profit Factor | 1.4991 | 1.5411 | 1.4517 | 1.3873 | 1.3886 | 1.3858 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Profitability (%) | 49.4737 | 51.0638 | 47.9167 | 49.4737 | 51.0638 | 47.9167 |
Ratio Avg Win / Avg Loss | 1.531 | 1.4769 | 1.578 | 1.4168 | 1.3308 | 1.5063 |
Largest Winning Trade | 11624 | 11624 | 7702 | 15026 | 15026 | 10111 |
Largest Losing Trade | -5688 | -5688 | -3728 | -8823 | -8823 | -5617 |
Avg Bars in Trades | 260 | 287 | 234 | 260 | 287 | 234 |
Avg Bars in Winners | 380 | 419 | 340 | 380 | 419 | 340 |
Avg Bars in Losers | 142 | 148 | 136 | 142 | 148 | 136 |
Bars Traded | 24727 | 13491 | 11237 | 24727 | 13491 | 11237 |
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 | 308365 | 147392 | -815 | 243259 | 124625 | 34950 |
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{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.60571 } }, "second_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 1.04193 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.60571 } }, "second_band": { "type": "bbm", "factors": { "length": 223, "offset": 0, "std": 1.04193 } } }
# | 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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