Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106687.223 | 59176.9704 | 47510.2526 | 117972.4849 | 86861.1769 | 31111.3081 |
Total P&L (%) | 106.6872 | 59.177 | 47.5103 | 117.9725 | 86.8612 | 31.1113 |
Avg Daily Profit (%) | 0.4097 | 0.2272 | 0.1824 | 0.2997 | 0.2404 | 0.1041 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58739 | -56468 | -41977 | -52160 | -46114 | -35529 |
Profit Factor | 1.3282 | 1.3963 | 1.2703 | 1.3491 | 1.5889 | 1.1634 |
Total Trades | 176 | 88 | 88 | 176 | 88 | 88 |
Winning Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Losing Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Profitability (%) | 42.6136 | 43.1818 | 42.0455 | 42.6136 | 43.1818 | 42.0455 |
Ratio Avg Win / Avg Loss | 1.7886 | 1.8373 | 1.751 | 1.8168 | 2.0906 | 1.6036 |
Largest Winning Trade | 21291 | 20397 | 21291 | 24208 | 24208 | 16941 |
Largest Losing Trade | -13226 | -11323 | -13226 | -17231 | -10412 | -17231 |
Avg Bars in Trades | 141 | 148 | 133 | 141 | 148 | 133 |
Avg Bars in Winners | 202 | 197 | 208 | 202 | 197 | 208 |
Avg Bars in Losers | 95 | 111 | 79 | 95 | 111 | 79 |
Bars Traded | 24817 | 13066 | 11751 | 24817 | 13066 | 11751 |
Profit Streak | 6.0167 | 10.6937 | 6.0167 | 6.0167 | 10.6937 | 6.0167 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309737 | 203276 | 101494 | 280481 | 275648 | -100883 |
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{ "first_band": { "type": "t3", "factors": { "length": 102, "offset": 0, "a": 0.70637 } }, "second_band": { "type": "bbm", "factors": { "length": 234, "offset": 183, "std": 1.71369 } } }
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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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