Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1409307.707 | 1362775.9605 | 46531.7465 | 1892390.3891 | 1758255.2336 | 134135.1555 |
Total P&L (%) | 1409.3077 | 1362.776 | 46.5317 | 1892.3904 | 1758.2552 | 134.1352 |
Avg Daily Profit (%) | 0.7772 | 0.7515 | 0.0257 | 0.1651 | 0.1613 | 0.0469 |
Buy And Hold Return (%) | 555.5687 | 555.5687 | 555.5687 | 555.5687 | 555.5687 | 555.5687 |
Max Trade Drawdown | -148436 | -100389 | -86272 | -1801311 | -728749 | -1143240 |
Profit Factor | 3.5225 | 5.9658 | 1.1637 | 1.5597 | 2.2331 | 1.0686 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 23 | 10 | 13 | 23 | 10 | 13 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 37.7049 | 32.2581 | 43.3333 | 37.7049 | 32.2581 | 43.3333 |
Ratio Avg Win / Avg Loss | 5.8198 | 12.5282 | 1.5218 | 2.5768 | 4.6896 | 1.3974 |
Largest Winning Trade | 671244 | 671244 | 66052 | 920398 | 920398 | 476949 |
Largest Losing Trade | -46233 | -41831 | -46233 | -546223 | -464033 | -546223 |
Avg Bars in Trades | 173 | 180 | 166 | 173 | 180 | 166 |
Avg Bars in Winners | 284 | 324 | 254 | 284 | 324 | 254 |
Avg Bars in Losers | 106 | 111 | 100 | 106 | 111 | 100 |
Bars Traded | 10587 | 5582 | 5005 | 10587 | 5582 | 5005 |
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 | -154899 | 376056 | -366364 | -163287 | 73898 | -443727 |
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{ "first_band": { "type": "t3", "factors": { "length": 145, "offset": 0, "a": 0.74069 } }, "second_band": { "type": "bbm", "factors": { "length": 241, "offset": 0, "std": 2.61077 } } }
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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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