Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 630957.4064 | 498205.5868 | 132751.8197 | 1544361.4583 | 12472.6976 | 1531888.7607 |
Total P&L (%) | 630.9574 | 498.2056 | 132.7518 | 1544.3615 | 12.4727 | 1531.8888 |
Avg Daily Profit (%) | 0.2525 | 0.1993 | 0.0531 | 0.1121 | 0.0047 | 0.1118 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -87410 | -78122 | -26998 | -3554960 | -2739939 | -1010810 |
Profit Factor | 2.9471 | 3.1024 | 2.5246 | 1.2114 | 1.0024 | 1.7348 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 52.459 | 50 | 54.8387 | 52.459 | 50 | 54.8387 |
Ratio Avg Win / Avg Loss | 2.6708 | 3.1024 | 2.0791 | 1.0979 | 1.0024 | 1.4286 |
Largest Winning Trade | 384768 | 384768 | 47994 | 1158495 | 1158495 | 1069093 |
Largest Losing Trade | -43663 | -43663 | -20068 | -1757899 | -1757899 | -1010810 |
Avg Bars in Trades | 221 | 389 | 58 | 221 | 389 | 58 |
Avg Bars in Winners | 299 | 551 | 77 | 299 | 551 | 77 |
Avg Bars in Losers | 135 | 227 | 36 | 135 | 227 | 36 |
Bars Traded | 13516 | 11694 | 1822 | 13516 | 11694 | 1822 |
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 | -151566 | 485841 | -116582 | -209065 | -493330 | -40569 |
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{ "first_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.45807 } }, "second_band": { "type": "bbu", "factors": { "length": 91, "offset": 0, "std": 4.14614 } } }
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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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