Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471843.3997 | 379336.3769 | 92507.0228 | 6999.3238 | -143377.6116 | 150376.9354 |
Total P&L (%) | 471.8434 | 379.3364 | 92.507 | 6.9993 | -143.3776 | 150.3769 |
Avg Daily Profit (%) | 0.2666 | 0.2143 | 0.0523 | 0.0038 | 0 | 0.0519 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -118687 | -123919 | -27703 | -262708 | -331001 | -29022 |
Profit Factor | 1.6756 | 1.6603 | 1.7463 | 1.0064 | 0.8507 | 2.1267 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 69 | 29 | 40 | 69 | 29 | 40 |
Losing Trades | 50 | 30 | 20 | 50 | 30 | 20 |
Profitability (%) | 57.9832 | 49.1525 | 66.6667 | 57.9832 | 49.1525 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.2142 | 1.7176 | 0.8731 | 0.7293 | 0.88 | 1.0633 |
Largest Winning Trade | 262802 | 262802 | 12382 | 152117 | 152117 | 26703 |
Largest Losing Trade | -76084 | -76084 | -15150 | -158814 | -158814 | -20603 |
Avg Bars in Trades | 161 | 287 | 37 | 161 | 287 | 37 |
Avg Bars in Winners | 147 | 298 | 37 | 147 | 298 | 37 |
Avg Bars in Losers | 180 | 275 | 36 | 180 | 275 | 36 |
Bars Traded | 19178 | 16935 | 2243 | 19178 | 16935 | 2243 |
Profit Streak | 44.1307 | 44.1307 | 86.5474 | 44.1307 | 44.1307 | 86.5474 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 468893 | -165567 | -288194 | -565869 | -757233 | -286324 |
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{ "first_band": { "type": "bbl", "factors": { "length": 73, "offset": 0, "std": 1.51583 } }, "second_band": { "type": "t3", "factors": { "length": 97, "offset": 0, "a": 0.71767 } } }
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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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