Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 258186.6692 | 191025.8632 | 67160.8059 | -1453.3801 | 41178.9697 | -42632.3498 |
Total P&L (%) | 258.1867 | 191.0259 | 67.1608 | -1.4534 | 41.179 | -42.6324 |
Avg Daily Profit (%) | 0.1895 | 0.1402 | 0.0493 | -0.0011 | 0.0253 | -0.0408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -120589 | -94198 | -90332 | -133842 | -67705 | -115292 |
Profit Factor | 1.3237 | 1.5126 | 1.158 | 0.9972 | 1.1924 | 0.8591 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 80 | 46 | 34 | 80 | 46 | 34 |
Profitability (%) | 44.8276 | 36.1111 | 53.4247 | 44.8276 | 36.1111 | 53.4247 |
Ratio Avg Win / Avg Loss | 1.6291 | 2.6762 | 1.0095 | 1.2273 | 2.1097 | 0.749 |
Largest Winning Trade | 128891 | 128891 | 46103 | 45475 | 43981 | 45475 |
Largest Losing Trade | -53113 | -40030 | -53113 | -57887 | -22268 | -57887 |
Avg Bars in Trades | 18 | 17 | 19 | 18 | 17 | 19 |
Avg Bars in Winners | 26 | 27 | 26 | 26 | 27 | 26 |
Avg Bars in Losers | 11 | 11 | 12 | 11 | 11 | 12 |
Bars Traded | 2694 | 1258 | 1436 | 2694 | 1258 | 1436 |
Profit Streak | 37.0502 | 37.0502 | 39.5502 | 37.0502 | 37.0502 | 39.5502 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322410 | -87413 | -243964 | -579026 | -252954 | -650748 |
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{ "first_band": { "type": "bbm", "factors": { "length": 21, "offset": 0, "std": 1.84991 } }, "second_band": { "type": "t3", "factors": { "length": 6, "offset": 0, "a": 0.32176 } } }
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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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