Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1296036.5872 | 1313426.6825 | -17390.0953 | 580668.6198 | 519937.1524 | 60731.4674 |
Total P&L (%) | 1296.0366 | 1313.4267 | -17.3901 | 580.6686 | 519.9372 | 60.7315 |
Avg Daily Profit (%) | 0.7114 | 0.721 | -0.0095 | 0.1053 | 0.1002 | 0.0261 |
Buy And Hold Return (%) | 708.0758 | 708.0758 | 708.0758 | 708.0758 | 708.0758 | 708.0758 |
Max Trade Drawdown | -188716 | -118658 | -120324 | -884990 | -655013 | -477451 |
Profit Factor | 2.8099 | 4.0022 | 0.9376 | 1.1985 | 1.2862 | 1.0548 |
Total Trades | 93 | 46 | 47 | 93 | 46 | 47 |
Winning Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Losing Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Profitability (%) | 39.7849 | 45.6522 | 34.0426 | 39.7849 | 45.6522 | 34.0426 |
Ratio Avg Win / Avg Loss | 4.2528 | 4.7646 | 1.8166 | 1.8139 | 1.5312 | 2.0436 |
Largest Winning Trade | 646012 | 646012 | 71412 | 561284 | 561284 | 327272 |
Largest Losing Trade | -55864 | -55864 | -37170 | -282647 | -282647 | -122672 |
Avg Bars in Trades | 224 | 307 | 144 | 224 | 307 | 144 |
Avg Bars in Winners | 350 | 432 | 242 | 350 | 432 | 242 |
Avg Bars in Losers | 142 | 202 | 93 | 142 | 202 | 93 |
Bars Traded | 20915 | 14131 | 6784 | 20915 | 14131 | 6784 |
Profit Streak | 0 | 108.7484 | 0 | 0 | 108.7484 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 216997 | 397380 | -584124 | -222549 | -224118 | -489154 |
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{ "first_band": { "type": "t3", "factors": { "length": 216, "offset": 0, "a": 0.70749 } }, "second_band": { "type": "bbu", "factors": { "length": 73, "offset": 0, "std": 1.27884 } } }
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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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