Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1308740.5817 | 1227263.1999 | 81477.3818 | 5256877.2547 | 4644722.4291 | 612154.8256 |
Total P&L (%) | 1308.7406 | 1227.2632 | 81.4774 | 5256.8773 | 4644.7224 | 612.1548 |
Avg Daily Profit (%) | 0.717 | 0.6724 | 0.0446 | 0.2183 | 0.2117 | 0.1076 |
Buy And Hold Return (%) | 679.1469 | 679.1469 | 679.1469 | 679.1469 | 679.1469 | 679.1469 |
Max Trade Drawdown | -78736 | -57566 | -68599 | -6528249 | -3729167 | -3465657 |
Profit Factor | 3.3433 | 6.1656 | 1.2539 | 1.2833 | 1.6156 | 1.0556 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 53 | 30 | 23 | 53 | 30 | 23 |
Profitability (%) | 42.3913 | 34.7826 | 50 | 42.3913 | 34.7826 | 50 |
Ratio Avg Win / Avg Loss | 4.5435 | 11.5605 | 1.2539 | 1.7439 | 3.0292 | 1.0556 |
Largest Winning Trade | 751668 | 751668 | 75221 | 4072434 | 4072434 | 2637967 |
Largest Losing Trade | -40991 | -20255 | -40991 | -1624158 | -1071212 | -1624158 |
Avg Bars in Trades | 58 | 54 | 62 | 58 | 54 | 62 |
Avg Bars in Winners | 92 | 91 | 92 | 92 | 91 | 92 |
Avg Bars in Losers | 33 | 34 | 31 | 33 | 34 | 31 |
Bars Traded | 5361 | 2501 | 2860 | 5361 | 2501 | 2860 |
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 | 315367 | 237017 | -299192 | 236652 | 188794 | -373998 |
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{ "first_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 2.30873 } }, "second_band": { "type": "t3", "factors": { "length": 15, "offset": 0, "a": 0.69059 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 2.30873 } }, "second_band": { "type": "t3", "factors": { "length": 15, "offset": 0, "a": 0.69059 } } }
# | 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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