Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 642692.1012 | 515379.2434 | 127312.8579 | 284814.9642 | 327432.2056 | -42617.2414 |
Total P&L (%) | 642.6921 | 515.3792 | 127.3129 | 284.815 | 327.4322 | -42.6172 |
Avg Daily Profit (%) | 0.4327 | 0.347 | 0.0857 | 0.0908 | 0.0979 | -0.0374 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102036 | -113847 | -43243 | -777225 | -481298 | -351888 |
Profit Factor | 1.9546 | 2.4791 | 1.3919 | 1.1097 | 1.2597 | 0.9681 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 34 | 9 | 25 | 34 | 9 | 25 |
Losing Trades | 61 | 38 | 23 | 61 | 38 | 23 |
Profitability (%) | 35.7895 | 19.1489 | 52.0833 | 35.7895 | 19.1489 | 52.0833 |
Ratio Avg Win / Avg Loss | 3.5067 | 10.4675 | 1.2806 | 1.991 | 5.3185 | 0.8906 |
Largest Winning Trade | 371852 | 371852 | 69861 | 605833 | 605833 | 220519 |
Largest Losing Trade | -46550 | -24905 | -46550 | -337822 | -146842 | -337822 |
Avg Bars in Trades | 185 | 141 | 228 | 185 | 141 | 228 |
Avg Bars in Winners | 337 | 327 | 340 | 337 | 327 | 340 |
Avg Bars in Losers | 100 | 97 | 106 | 100 | 97 | 106 |
Bars Traded | 17601 | 6639 | 10962 | 17601 | 6639 | 10962 |
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 | 304793 | -41780 | -77504 | -175760 | -117181 | -580419 |
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{ "first_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.14706 } }, "second_band": { "type": "bbm", "factors": { "length": 79, "offset": 0, "std": 4.54439 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 78, "offset": 0, "a": 0.14706 } }, "second_band": { "type": "bbm", "factors": { "length": 79, "offset": 0, "std": 4.54439 } } }
# | 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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