Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 266308.4476 | 247410.837 | 18897.6106 | 71565.3686 | 74847.2164 | -3281.8478 |
Total P&L (%) | 266.3084 | 247.4108 | 18.8976 | 71.5654 | 74.8472 | -3.2818 |
Avg Daily Profit (%) | 0.1864 | 0.1732 | 0.0132 | 0.0378 | 0.0391 | -0.0023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -92380 | -72634 | -62886 | -355319 | -308741 | -126203 |
Profit Factor | 1.572 | 1.9039 | 1.0985 | 1.0615 | 1.0942 | 0.9911 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Losing Trades | 36 | 18 | 18 | 36 | 18 | 18 |
Profitability (%) | 60.4396 | 60 | 60.8696 | 60.4396 | 60 | 60.8696 |
Ratio Avg Win / Avg Loss | 1.029 | 1.2692 | 0.7062 | 0.6948 | 0.7295 | 0.6371 |
Largest Winning Trade | 145693 | 145693 | 37337 | 285446 | 285446 | 64445 |
Largest Losing Trade | -55019 | -55019 | -32111 | -275526 | -275526 | -52162 |
Avg Bars in Trades | 83 | 137 | 31 | 83 | 137 | 31 |
Avg Bars in Winners | 55 | 82 | 29 | 55 | 82 | 29 |
Avg Bars in Losers | 127 | 220 | 34 | 127 | 220 | 34 |
Bars Traded | 7624 | 6184 | 1440 | 7624 | 6184 | 1440 |
Profit Streak | 84.9161 | 138.4161 | 84.9161 | 84.9161 | 138.4161 | 84.9161 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425092 | 453911 | -294587 | -294360 | -256530 | -578737 |
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{ "first_band": { "type": "bbl", "factors": { "length": 164, "offset": 0, "std": 4.01462 } }, "second_band": { "type": "t3", "factors": { "length": 156, "offset": 0, "a": 0.79488 } } }
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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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