Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1963290.1072 | 1824820.75 | 138469.3572 | 15209346.4043 | 10127735.6938 | 5081610.7104 |
Total P&L (%) | 1963.2901 | 1824.8208 | 138.4694 | 15209.3464 | 10127.7357 | 5081.6107 |
Avg Daily Profit (%) | 0.7856 | 0.7302 | 0.0554 | 0.2015 | 0.1853 | 0.1581 |
Buy And Hold Return (%) | 371.7833 | 371.7833 | 371.7833 | 371.7833 | 371.7833 | 371.7833 |
Max Trade Drawdown | -103803 | -47737 | -75074 | -19370441 | -8971028 | -10399412 |
Profit Factor | 5.3952 | 10.162 | 1.5594 | 1.3788 | 1.5201 | 1.2458 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 39.6825 | 37.5 | 41.9355 | 39.6825 | 37.5 | 41.9355 |
Ratio Avg Win / Avg Loss | 8.2007 | 16.9367 | 2.1592 | 2.0958 | 2.5335 | 1.7249 |
Largest Winning Trade | 1309264 | 1309264 | 58719 | 12900454 | 12900454 | 7142309 |
Largest Losing Trade | -32556 | -31675 | -32556 | -9084883 | -6890436 | -9084883 |
Avg Bars in Trades | 234 | 220 | 249 | 234 | 220 | 249 |
Avg Bars in Winners | 427 | 433 | 421 | 427 | 433 | 421 |
Avg Bars in Losers | 107 | 92 | 124 | 107 | 92 | 124 |
Bars Traded | 14767 | 7046 | 7721 | 14767 | 7046 | 7721 |
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 | -135308 | 532406 | -285105 | -145562 | 200126 | 193207 |
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{ "first_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.6275 } }, "second_band": { "type": "bbm", "factors": { "length": 52, "offset": 0, "std": 1.33146 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 204, "offset": 0, "a": 0.6275 } }, "second_band": { "type": "bbm", "factors": { "length": 52, "offset": 0, "std": 1.33146 } } }
# | 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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