Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68441.3043 | -4277.5937 | 72718.898 | 69607.0537 | -9744.1502 | 79351.2039 |
Total P&L (%) | 68.4413 | -4.2776 | 72.7189 | 69.6071 | -9.7442 | 79.3512 |
Avg Daily Profit (%) | 0.2628 | -0.0164 | 0.2792 | 0.2031 | -0.0394 | 0.2246 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -43206 | -25677 | -32323 | -63451 | -35027 | -47586 |
Profit Factor | 1.4077 | 0.9511 | 1.904 | 1.312 | 0.9148 | 1.7292 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 70 | 31 | 39 | 70 | 31 | 39 |
Losing Trades | 39 | 24 | 15 | 39 | 24 | 15 |
Profitability (%) | 64.2202 | 56.3636 | 72.2222 | 64.2202 | 56.3636 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.7843 | 0.7363 | 0.7323 | 0.7309 | 0.7082 | 0.6651 |
Largest Winning Trade | 16654 | 10507 | 16654 | 21017 | 15467 | 21017 |
Largest Losing Trade | -24039 | -15384 | -24039 | -34196 | -20134 | -34196 |
Avg Bars in Trades | 220 | 125 | 317 | 220 | 125 | 317 |
Avg Bars in Winners | 184 | 87 | 262 | 184 | 87 | 262 |
Avg Bars in Losers | 285 | 175 | 461 | 285 | 175 | 461 |
Bars Traded | 24076 | 6922 | 17154 | 24076 | 6922 | 17154 |
Profit Streak | 11.1392 | 11.1392 | 12.4725 | 11.1392 | 11.1392 | 12.4725 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339915 | -760311 | -168351 | 303266 | -760311 | -169155 |
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{ "first_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 1.72211 } }, "second_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.74116 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 78, "offset": 0, "std": 1.72211 } }, "second_band": { "type": "t3", "factors": { "length": 242, "offset": 0, "a": 0.74116 } } }
# | 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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