Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143383.6695 | 82371.9415 | 61011.7279 | 210615.4598 | 158706.1497 | 51909.3101 |
Total P&L (%) | 143.3837 | 82.3719 | 61.0117 | 210.6155 | 158.7062 | 51.9093 |
Avg Daily Profit (%) | 0.5506 | 0.3163 | 0.2343 | 0.4362 | 0.3657 | 0.1607 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65724 | -61473 | -22541 | -51530 | -45252 | -30838 |
Profit Factor | 1.4872 | 1.5941 | 1.392 | 1.6388 | 2.1262 | 1.275 |
Total Trades | 168 | 84 | 84 | 168 | 84 | 84 |
Winning Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 41.6667 | 42.8571 | 40.4762 | 41.6667 | 42.8571 | 40.4762 |
Ratio Avg Win / Avg Loss | 2.0821 | 2.1255 | 2.0471 | 2.2943 | 2.8349 | 1.8749 |
Largest Winning Trade | 24289 | 24289 | 18414 | 38886 | 38886 | 21325 |
Largest Losing Trade | -11367 | -11367 | -10745 | -26625 | -10195 | -26625 |
Avg Bars in Trades | 147 | 157 | 138 | 147 | 157 | 138 |
Avg Bars in Winners | 209 | 206 | 213 | 209 | 206 | 213 |
Avg Bars in Losers | 103 | 120 | 86 | 103 | 120 | 86 |
Bars Traded | 24794 | 13192 | 11601 | 24794 | 13192 | 11601 |
Profit Streak | 3.5784 | 8.2034 | 0 | 3.5784 | 8.2034 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309285 | 296394 | 131174 | 301577 | 349428 | 60924 |
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{ "first_band": { "type": "t3", "factors": { "length": 119, "offset": 0, "a": 0.80683 } }, "second_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 1.22061 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 119, "offset": 0, "a": 0.80683 } }, "second_band": { "type": "bbm", "factors": { "length": 212, "offset": 0, "std": 1.22061 } } }
# | 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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