Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856564.9275 | 728405.8018 | 128159.1257 | 10471570.76 | 22230344.6023 | -11758773.8423 |
Total P&L (%) | 856.5649 | 728.4058 | 128.1591 | 10471.5708 | 22230.3446 | -11758.7738 |
Avg Daily Profit (%) | 0.3426 | 0.2913 | 0.0513 | 0.1866 | 0.2166 | 0 |
Buy And Hold Return (%) | 899.5388 | 899.5388 | 899.5388 | 899.5388 | 899.5388 | 899.5388 |
Max Trade Drawdown | -93041 | -70510 | -87438 | -14854252 | -5022727 | -17552488 |
Profit Factor | 3.0251 | 5.2308 | 1.511 | 1.3072 | 3.1116 | 0.501 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Losing Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Profitability (%) | 55.4054 | 56.7568 | 54.0541 | 55.4054 | 56.7568 | 54.0541 |
Ratio Avg Win / Avg Loss | 2.4348 | 3.9854 | 1.2843 | 1.0521 | 2.3707 | 0.4258 |
Largest Winning Trade | 227533 | 227533 | 50350 | 14770348 | 14770348 | 2262330 |
Largest Losing Trade | -61475 | -39799 | -61475 | -11559378 | -2324005 | -11559378 |
Avg Bars in Trades | 132 | 144 | 120 | 132 | 144 | 120 |
Avg Bars in Winners | 159 | 150 | 170 | 159 | 150 | 170 |
Avg Bars in Losers | 99 | 137 | 62 | 99 | 137 | 62 |
Bars Traded | 9827 | 5352 | 4475 | 9827 | 5352 | 4475 |
Profit Streak | 116.7913 | 116.7913 | 192.7913 | 116.7913 | 116.7913 | 192.7913 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -217189 | -147549 | -287360 | -58396 | 560517 | -579272 |
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{ "first_band": { "type": "t3", "factors": { "length": 80, "offset": 0, "a": 0.72492 } }, "second_band": { "type": "bbm", "factors": { "length": 227, "offset": 0, "std": 3.56993 } } }
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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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