Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 608637.9821 | 568740.8487 | 39897.1334 | 601791.7505 | 687071.6579 | -85279.9074 |
Total P&L (%) | 608.638 | 568.7408 | 39.8971 | 601.7918 | 687.0717 | -85.2799 |
Avg Daily Profit (%) | 0.3762 | 0.3515 | 0.0247 | 0.1205 | 0.1276 | -0.1183 |
Buy And Hold Return (%) | 23.4228 | 23.4228 | 23.4228 | 23.4228 | 23.4228 | 23.4228 |
Max Trade Drawdown | -133788 | -100771 | -122494 | -703551 | -464566 | -647235 |
Profit Factor | 2.0401 | 2.9501 | 1.1359 | 1.2802 | 1.6374 | 0.9203 |
Total Trades | 93 | 47 | 46 | 93 | 47 | 46 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 37.6344 | 36.1702 | 39.1304 | 37.6344 | 36.1702 | 39.1304 |
Ratio Avg Win / Avg Loss | 3.3808 | 5.2061 | 1.767 | 2.1215 | 2.8895 | 1.4316 |
Largest Winning Trade | 202904 | 202904 | 71029 | 391161 | 391161 | 273114 |
Largest Losing Trade | -71634 | -31721 | -71634 | -320466 | -208610 | -320466 |
Avg Bars in Trades | 204 | 199 | 209 | 204 | 199 | 209 |
Avg Bars in Winners | 414 | 408 | 419 | 414 | 408 | 419 |
Avg Bars in Losers | 77 | 80 | 74 | 77 | 80 | 74 |
Bars Traded | 19009 | 9362 | 9647 | 19009 | 9362 | 9647 |
Profit Streak | 0 | 0 | 665.9512 | 0 | 0 | 665.9512 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 318971 | 348098 | -241882 | -35213 | -24460 | -582307 |
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{ "first_band": { "type": "t3", "factors": { "length": 188, "offset": 0, "a": 0.38445 } }, "second_band": { "type": "bbm", "factors": { "length": 21, "offset": 0, "std": 1.74781 } } }
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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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