Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 528542.4689 | 502783.7078 | 25758.7611 | -20345.7564 | 121535.0235 | -141880.7799 |
Total P&L (%) | 528.5425 | 502.7837 | 25.7588 | -20.3458 | 121.535 | -141.8808 |
Avg Daily Profit (%) | 0.2832 | 0.2694 | 0.0138 | -0.0122 | 0.0426 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180596 | -100137 | -197654 | -230647 | -98251 | -193313 |
Profit Factor | 1.5692 | 2.0648 | 1.0564 | 0.975 | 1.3206 | 0.6742 |
Total Trades | 103 | 52 | 51 | 103 | 52 | 51 |
Winning Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 41.7476 | 42.3077 | 41.1765 | 41.7476 | 42.3077 | 41.1765 |
Ratio Avg Win / Avg Loss | 2.1896 | 2.8157 | 1.5092 | 1.3605 | 1.8008 | 0.9631 |
Largest Winning Trade | 317875 | 317875 | 76620 | 114523 | 114523 | 48537 |
Largest Losing Trade | -42347 | -42332 | -42347 | -86284 | -58706 | -86284 |
Avg Bars in Trades | 107 | 96 | 118 | 107 | 96 | 118 |
Avg Bars in Winners | 168 | 154 | 184 | 168 | 154 | 184 |
Avg Bars in Losers | 63 | 54 | 71 | 63 | 54 | 71 |
Bars Traded | 11049 | 5025 | 6024 | 11049 | 5025 | 6024 |
Profit Streak | 0 | 0 | 43.5627 | 0 | 0 | 43.5627 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 311536 | -170490 | -518149 | -582046 | -317700 | -763711 |
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{ "first_band": { "type": "bbm", "factors": { "length": 192, "offset": 0, "std": 4.23567 } }, "second_band": { "type": "t3", "factors": { "length": 34, "offset": 0, "a": 0.94403 } } }
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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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