Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 6306917.8838 | 6290681.2177 | 16236.6661 | 68063.2244 | 63666.7615 | 4396.4629 |
Total P&L (%) | 6306.9179 | 6290.6812 | 16.2367 | 68.0632 | 63.6668 | 4.3965 |
Avg Daily Profit (%) | 2.6541 | 2.6472 | 0.0068 | 0.0219 | 0.0207 | 0.0018 |
Buy And Hold Return (%) | 243.7194 | 243.7194 | 243.7194 | 243.7194 | 243.7194 | 243.7194 |
Max Trade Drawdown | -169154 | -140790 | -169797 | -136543 | -104260 | -143639 |
Profit Factor | 14.2798 | 26.4154 | 1.0714 | 1.1462 | 1.2563 | 1.0202 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 36 | 20 | 16 | 36 | 20 | 16 |
Profitability (%) | 44.6154 | 37.5 | 51.5152 | 44.6154 | 37.5 | 51.5152 |
Ratio Avg Win / Avg Loss | 17.7267 | 44.0256 | 1.0084 | 1.4228 | 2.0939 | 0.9602 |
Largest Winning Trade | 6311610 | 6311610 | 43960 | 170542 | 170542 | 42934 |
Largest Losing Trade | -95046 | -41161 | -95046 | -51845 | -38158 | -51845 |
Avg Bars in Trades | 102 | 114 | 91 | 102 | 114 | 91 |
Avg Bars in Winners | 166 | 222 | 126 | 166 | 222 | 126 |
Avg Bars in Losers | 51 | 50 | 53 | 51 | 50 | 53 |
Bars Traded | 6684 | 3674 | 3010 | 6684 | 3674 | 3010 |
Profit Streak | 2.4523 | 0 | 3.119 | 2.4523 | 0 | 3.119 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116727 | 662553 | -492327 | -529244 | -334904 | -556973 |
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{ "first_band": { "type": "t3", "factors": { "length": 187, "offset": 0, "a": 0.24436 } }, "second_band": { "type": "bbu", "factors": { "length": 174, "offset": 106, "std": 3.17267 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 187, "offset": 0, "a": 0.24436 } }, "second_band": { "type": "bbu", "factors": { "length": 174, "offset": 106, "std": 3.17267 } } }
# | 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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