Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886719.5058 | 664464.6853 | 222254.8204 | 3853996.414 | -2500897.0621 | 6354893.4761 |
Total P&L (%) | 886.7195 | 664.4647 | 222.2548 | 3853.9964 | -2500.8971 | 6354.8935 |
Avg Daily Profit (%) | 0.458 | 0.3432 | 0.1148 | 0.1901 | 0 | 0.2155 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118271 | -124465 | -21871 | -6975033 | -7397556 | -788009 |
Profit Factor | 3.015 | 3.0879 | 2.8248 | 1.2568 | 0.7884 | 2.9943 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 51.2821 | 43.5897 | 58.9744 | 51.2821 | 43.5897 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.8643 | 3.996 | 1.965 | 1.194 | 1.0203 | 2.083 |
Largest Winning Trade | 424845 | 424845 | 38652 | 3407062 | 3407062 | 2418748 |
Largest Losing Trade | -35311 | -35311 | -19113 | -2151673 | -2151673 | -788009 |
Avg Bars in Trades | 140 | 221 | 59 | 140 | 221 | 59 |
Avg Bars in Winners | 158 | 279 | 68 | 158 | 279 | 68 |
Avg Bars in Losers | 121 | 177 | 45 | 121 | 177 | 45 |
Bars Traded | 10946 | 8645 | 2301 | 10946 | 8645 | 2301 |
Profit Streak | 93.736 | 117.9027 | 0 | 93.736 | 117.9027 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -22050 | 491294 | -33175 | -30278 | -580625 | 542628 |
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{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.7816 } }, "second_band": { "type": "bbu", "factors": { "length": 49, "offset": 0, "std": 3.39388 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 169, "offset": 0, "a": 0.7816 } }, "second_band": { "type": "bbu", "factors": { "length": 49, "offset": 0, "std": 3.39388 } } }
# | 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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