Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 115438.3422 | 50822.804 | 64615.5382 | 150003.8885 | 64763.6411 | 85240.2474 |
Total P&L (%) | 115.4383 | 50.8228 | 64.6155 | 150.0039 | 64.7636 | 85.2402 |
Avg Daily Profit (%) | 0.4433 | 0.1952 | 0.2481 | 0.3525 | 0.1919 | 0.237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61914 | -53647 | -33249 | -79395 | -71771 | -34878 |
Profit Factor | 1.478 | 1.3893 | 1.5824 | 1.4974 | 1.3881 | 1.6328 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Losing Trades | 55 | 28 | 27 | 55 | 28 | 27 |
Profitability (%) | 54.918 | 54.0984 | 55.7377 | 54.918 | 54.0984 | 55.7377 |
Ratio Avg Win / Avg Loss | 1.2133 | 1.1788 | 1.2566 | 1.2292 | 1.1778 | 1.2966 |
Largest Winning Trade | 21256 | 16965 | 21256 | 27545 | 21104 | 27545 |
Largest Losing Trade | -12396 | -12396 | -11559 | -16034 | -16034 | -10991 |
Avg Bars in Trades | 202 | 217 | 187 | 202 | 217 | 187 |
Avg Bars in Winners | 240 | 244 | 237 | 240 | 244 | 237 |
Avg Bars in Losers | 156 | 186 | 125 | 156 | 186 | 125 |
Bars Traded | 24732 | 13293 | 11439 | 24732 | 13293 | 11439 |
Profit Streak | 7.7809 | 8.0829 | 7.7809 | 7.7809 | 8.0829 | 7.7809 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431921 | -154483 | -152172 | 408254 | -153588 | -151737 |
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{ "first_band": { "type": "t3", "factors": { "length": 133, "offset": 0, "a": 0.76565 } }, "second_band": { "type": "bbm", "factors": { "length": 146, "offset": 0, "std": 1.03852 } } }
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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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