Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 74201.9983 | 24770.5913 | 49431.4069 | 69289.4214 | 34625.2202 | 34664.2012 |
Total P&L (%) | 74.202 | 24.7706 | 49.4314 | 69.2894 | 34.6252 | 34.6642 |
Avg Daily Profit (%) | 0.2849 | 0.0951 | 0.1898 | 0.2024 | 0.1142 | 0.1143 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55694 | -12558 | -53777 | -140156 | -33823 | -133856 |
Profit Factor | 1.4623 | 1.5141 | 1.4401 | 1.1953 | 1.3372 | 1.1375 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 60.9195 | 59.0909 | 62.7907 | 60.9195 | 59.0909 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.9381 | 1.0482 | 0.8534 | 0.7668 | 0.9258 | 0.6741 |
Largest Winning Trade | 25930 | 9338 | 25930 | 34053 | 23354 | 34053 |
Largest Losing Trade | -29944 | -6872 | -29944 | -69370 | -18224 | -69370 |
Avg Bars in Trades | 259 | 128 | 393 | 259 | 128 | 393 |
Avg Bars in Winners | 205 | 105 | 302 | 205 | 105 | 302 |
Avg Bars in Losers | 342 | 160 | 547 | 342 | 160 | 547 |
Bars Traded | 22540 | 5632 | 16908 | 22540 | 5632 | 16908 |
Profit Streak | 28.9506 | 41.2839 | 28.9506 | 28.9506 | 41.2839 | 28.9506 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 356219 | -66952 | 259274 | 86469 | -43201 | -112172 |
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{ "first_band": { "type": "bbu", "factors": { "length": 116, "offset": 0, "std": 1.99411 } }, "second_band": { "type": "t3", "factors": { "length": 240, "offset": 0, "a": 0.40518 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 116, "offset": 0, "std": 1.99411 } }, "second_band": { "type": "t3", "factors": { "length": 240, "offset": 0, "a": 0.40518 } } }
# | 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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