Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1355829.1213 | 1202604.9222 | 153224.1992 | 11569536.9003 | 8157282.7292 | 3412254.1711 |
Total P&L (%) | 1355.8291 | 1202.6049 | 153.2242 | 11569.5369 | 8157.2827 | 3412.2542 |
Avg Daily Profit (%) | 0.5424 | 0.4811 | 0.0613 | 0.1906 | 0.1767 | 0.1425 |
Buy And Hold Return (%) | 247.3851 | 247.3851 | 247.3851 | 247.3851 | 247.3851 | 247.3851 |
Max Trade Drawdown | -84694 | -53792 | -53853 | -8934571 | -4477320 | -7269459 |
Profit Factor | 4.3223 | 7.2827 | 1.7071 | 1.488 | 1.7927 | 1.2543 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 37 | 18 | 19 | 37 | 18 | 19 |
Profitability (%) | 52.5641 | 53.8462 | 51.2821 | 52.5641 | 53.8462 | 51.2821 |
Ratio Avg Win / Avg Loss | 3.9007 | 6.2423 | 1.6218 | 1.3428 | 1.5366 | 1.1916 |
Largest Winning Trade | 917945 | 917945 | 53832 | 5419245 | 5419245 | 2499092 |
Largest Losing Trade | -36250 | -36250 | -26945 | -2799232 | -2154094 | -2799232 |
Avg Bars in Trades | 187 | 238 | 136 | 187 | 238 | 136 |
Avg Bars in Winners | 234 | 307 | 156 | 234 | 307 | 156 |
Avg Bars in Losers | 135 | 158 | 114 | 135 | 158 | 114 |
Bars Traded | 14625 | 9319 | 5306 | 14625 | 9319 | 5306 |
Profit Streak | 7.6781 | 7.6781 | 81.5114 | 7.6781 | 7.6781 | 81.5114 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -20057 | 673509 | -272469 | -28117 | 447680 | -1470 |
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{ "first_band": { "type": "t3", "factors": { "length": 235, "offset": 0, "a": 0.61715 } }, "second_band": { "type": "bbu", "factors": { "length": 208, "offset": 0, "std": 1.90503 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 235, "offset": 0, "a": 0.61715 } }, "second_band": { "type": "bbu", "factors": { "length": 208, "offset": 0, "std": 1.90503 } } }
# | 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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