Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1535157.7596 | 1595117.6936 | -59959.934 | -89826.0722 | 4786.4357 | -94612.5079 |
Total P&L (%) | 1535.1578 | 1595.1177 | -59.9599 | -89.8261 | 4.7864 | -94.6125 |
Avg Daily Profit (%) | 0.6503 | 0.6757 | -0.0254 | -0.0968 | 0.002 | -0.1237 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -194803 | -184281 | -175743 | -363751 | -208879 | -178558 |
Profit Factor | 2.1264 | 2.8339 | 0.8784 | 0.8936 | 1.0098 | 0.7337 |
Total Trades | 220 | 110 | 110 | 220 | 110 | 110 |
Winning Trades | 101 | 47 | 54 | 101 | 47 | 54 |
Losing Trades | 119 | 63 | 56 | 119 | 63 | 56 |
Profitability (%) | 45.9091 | 42.7273 | 49.0909 | 45.9091 | 42.7273 | 49.0909 |
Ratio Avg Win / Avg Loss | 2.5054 | 3.7987 | 0.9109 | 1.0528 | 1.3536 | 0.7608 |
Largest Winning Trade | 1632315 | 1632315 | 26913 | 223371 | 223371 | 61643 |
Largest Losing Trade | -63139 | -50841 | -63139 | -149468 | -70512 | -149468 |
Avg Bars in Trades | 42 | 68 | 16 | 42 | 68 | 16 |
Avg Bars in Winners | 48 | 84 | 17 | 48 | 84 | 17 |
Avg Bars in Losers | 37 | 55 | 15 | 37 | 55 | 15 |
Bars Traded | 9343 | 7509 | 1833 | 9343 | 7509 | 1833 |
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 | 557679 | 519235 | -581115 | -579550 | -568789 | -581115 |
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{ "first_band": { "type": "t3", "factors": { "length": 53, "offset": 0, "a": 0.61908 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 2.54267 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 53, "offset": 0, "a": 0.61908 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 2.54267 } } }
# | 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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