Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708176.2052 | 638012.2633 | 70163.9419 | 1183311.3653 | 1128164.9271 | 55146.4382 |
Total P&L (%) | 708.1762 | 638.0123 | 70.1639 | 1183.3114 | 1128.1649 | 55.1464 |
Avg Daily Profit (%) | 0.8092 | 0.729 | 0.0802 | 0.292 | 0.287 | 0.0502 |
Buy And Hold Return (%) | 217.3061 | 217.3061 | 217.3061 | 217.3061 | 217.3061 | 217.3061 |
Max Trade Drawdown | -50103 | -43918 | -37102 | -499609 | -519501 | -459954 |
Profit Factor | 3.328 | 5.0012 | 1.4847 | 1.5022 | 1.9091 | 1.0494 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 47 | 27 | 20 | 47 | 27 | 20 |
Profitability (%) | 45.3488 | 37.2093 | 53.4884 | 45.3488 | 37.2093 | 53.4884 |
Ratio Avg Win / Avg Loss | 4.0106 | 8.4395 | 1.2911 | 1.8103 | 3.2217 | 0.9126 |
Largest Winning Trade | 433504 | 433504 | 25625 | 1169180 | 1169180 | 183784 |
Largest Losing Trade | -30557 | -14492 | -30557 | -238469 | -238469 | -145538 |
Avg Bars in Trades | 119 | 148 | 90 | 119 | 148 | 90 |
Avg Bars in Winners | 189 | 329 | 91 | 189 | 329 | 91 |
Avg Bars in Losers | 61 | 40 | 88 | 61 | 40 | 88 |
Bars Traded | 10257 | 6374 | 3883 | 10257 | 6374 | 3883 |
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 | 542767 | 441496 | -249972 | 311019 | 225982 | -458958 |
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{ "first_band": { "type": "t3", "factors": { "length": 238, "offset": 0, "a": 0.18421 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.92152 } } }
# | 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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