Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 775980.4721 | 704855.461 | 71125.0111 | 108494.1043 | 161989.7094 | -53495.6051 |
Total P&L (%) | 775.9805 | 704.8555 | 71.125 | 108.4941 | 161.9897 | -53.4956 |
Avg Daily Profit (%) | 0.3301 | 0.2998 | 0.0303 | 0.0313 | 0.041 | -0.0326 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102155 | -140633 | -149060 | -436856 | -562706 | -479028 |
Profit Factor | 2.1334 | 3.1452 | 1.1997 | 1.0534 | 1.173 | 0.9512 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 63 | 34 | 29 | 63 | 34 | 29 |
Profitability (%) | 44.2478 | 39.2857 | 49.1228 | 44.2478 | 39.2857 | 49.1228 |
Ratio Avg Win / Avg Loss | 2.6881 | 4.8607 | 1.2426 | 1.3272 | 1.8128 | 0.9852 |
Largest Winning Trade | 739588 | 739588 | 47319 | 474710 | 474710 | 107237 |
Largest Losing Trade | -51356 | -26769 | -51356 | -245485 | -97050 | -245485 |
Avg Bars in Trades | 120 | 148 | 93 | 120 | 148 | 93 |
Avg Bars in Winners | 171 | 240 | 117 | 171 | 240 | 117 |
Avg Bars in Losers | 80 | 88 | 69 | 80 | 88 | 69 |
Bars Traded | 13623 | 8318 | 5305 | 13623 | 8318 | 5305 |
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 | 405738 | -169320 | -333666 | -314904 | -351541 | -761174 |
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{ "first_band": { "type": "t3", "factors": { "length": 190, "offset": 0, "a": 0.06956 } }, "second_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 3.80852 } } }
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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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