Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 317939.009 | 35539.4195 | 282399.5895 | 251741.1883 | 151080.8486 | 100660.3397 |
Total P&L (%) | 317.939 | 35.5394 | 282.3996 | 251.7412 | 151.0808 | 100.6603 |
Avg Daily Profit (%) | 0.2079 | 0.0232 | 0.1847 | 0.0823 | 0.0602 | 0.0456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96221 | -85031 | -101443 | -321164 | -152910 | -374011 |
Profit Factor | 1.5085 | 1.0965 | 2.0992 | 1.1959 | 1.2561 | 1.1448 |
Total Trades | 129 | 65 | 64 | 129 | 65 | 64 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 59 | 34 | 25 | 59 | 34 | 25 |
Profitability (%) | 54.2636 | 47.6923 | 60.9375 | 54.2636 | 47.6923 | 60.9375 |
Ratio Avg Win / Avg Loss | 1.2714 | 1.2026 | 1.3456 | 1.008 | 1.3777 | 0.7339 |
Largest Winning Trade | 44171 | 44171 | 35428 | 66998 | 65728 | 66998 |
Largest Losing Trade | -55264 | -45786 | -55264 | -179124 | -79669 | -179124 |
Avg Bars in Trades | 34 | 36 | 31 | 34 | 36 | 31 |
Avg Bars in Winners | 30 | 33 | 28 | 30 | 33 | 28 |
Avg Bars in Losers | 38 | 38 | 37 | 38 | 38 | 37 |
Bars Traded | 4390 | 2346 | 2044 | 4390 | 2346 | 2044 |
Profit Streak | 87.7392 | 96.4058 | 87.7392 | 87.7392 | 96.4058 | 87.7392 |
Trades During Streak | 7 | 4 | 3 | 7 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 413209 | -410015 | -126029 | -85670 | -243865 | -331336 |
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{ "first_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 3.73152 } }, "second_band": { "type": "t3", "factors": { "length": 9, "offset": 69, "a": 0.71849 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 170, "offset": 0, "std": 3.73152 } }, "second_band": { "type": "t3", "factors": { "length": 9, "offset": 69, "a": 0.71849 } } }
# | 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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