Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 85069.9312 | 63361.7212 | 21708.2101 | 86120.5631 | 68020.0355 | 18100.5276 |
Total P&L (%) | 85.0699 | 63.3617 | 21.7082 | 86.1206 | 68.02 | 18.1005 |
Avg Daily Profit (%) | 0.3267 | 0.2433 | 0.0834 | 0.2388 | 0.1995 | 0.0639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -42236 | -55242 | -30855 | -48775 | -66952 | -34319 |
Profit Factor | 1.4193 | 1.524 | 1.2647 | 1.3448 | 1.4593 | 1.1781 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Losing Trades | 57 | 28 | 29 | 57 | 28 | 29 |
Profitability (%) | 51.2821 | 51.7241 | 50.8475 | 51.2821 | 51.7241 | 50.8475 |
Ratio Avg Win / Avg Loss | 1.3483 | 1.4224 | 1.2226 | 1.2776 | 1.362 | 1.1388 |
Largest Winning Trade | 37915 | 37915 | 15686 | 36493 | 36493 | 18107 |
Largest Losing Trade | -16039 | -16039 | -9705 | -18204 | -18204 | -11238 |
Avg Bars in Trades | 210 | 296 | 125 | 210 | 296 | 125 |
Avg Bars in Winners | 261 | 363 | 158 | 261 | 363 | 158 |
Avg Bars in Losers | 156 | 223 | 91 | 156 | 223 | 91 |
Bars Traded | 24599 | 17189 | 7410 | 24599 | 17189 | 7410 |
Profit Streak | 0 | 15.5287 | 0 | 0 | 15.5287 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 309515 | -171154 | -265509 | 266120 | -171614 | -318348 |
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{ "first_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.68823 } }, "second_band": { "type": "bbu", "factors": { "length": 83, "offset": 0, "std": 1.13292 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 162, "offset": 0, "a": 0.68823 } }, "second_band": { "type": "bbu", "factors": { "length": 83, "offset": 0, "std": 1.13292 } } }
# | 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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