Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 415167.673 | 404003.7504 | 11163.9226 | -7523.1081 | -14428.1389 | 6905.0308 |
Total P&L (%) | 415.1677 | 404.0038 | 11.1639 | -7.5231 | -14.4281 | 6.905 |
Avg Daily Profit (%) | 0.1661 | 0.1617 | 0.0045 | -0.0031 | -0.0062 | 0.0027 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136506 | -152231 | -34494 | -288520 | -316518 | -52105 |
Profit Factor | 1.6028 | 1.692 | 1.1064 | 0.9922 | 0.9826 | 1.0498 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 56 | 30 | 26 | 56 | 30 | 26 |
Losing Trades | 63 | 29 | 34 | 63 | 29 | 34 |
Profitability (%) | 47.0588 | 50.8475 | 43.3333 | 47.0588 | 50.8475 | 43.3333 |
Ratio Avg Win / Avg Loss | 1.8031 | 1.6356 | 1.4468 | 1.1162 | 0.9498 | 1.3728 |
Largest Winning Trade | 225944 | 225944 | 15930 | 154977 | 154977 | 31989 |
Largest Losing Trade | -59829 | -59829 | -10132 | -109344 | -109344 | -17349 |
Avg Bars in Trades | 120 | 236 | 5 | 120 | 236 | 5 |
Avg Bars in Winners | 119 | 218 | 6 | 119 | 218 | 6 |
Avg Bars in Losers | 120 | 256 | 5 | 120 | 256 | 5 |
Bars Traded | 14314 | 13974 | 340 | 14314 | 13974 | 340 |
Profit Streak | 0 | 101.1831 | 0 | 0 | 101.1831 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343341 | -165510 | -591433 | -579939 | -756788 | -692250 |
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{ "first_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.74863 } }, "second_band": { "type": "bbu", "factors": { "length": 27, "offset": 0, "std": 2.14145 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 36, "offset": 0, "a": 0.74863 } }, "second_band": { "type": "bbu", "factors": { "length": 27, "offset": 0, "std": 2.14145 } } }
# | 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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