Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 814278.0333 | 712883.9628 | 101394.0705 | 5790198.2338 | 6691039.5906 | -900841.3567 |
Total P&L (%) | 814.278 | 712.884 | 101.3941 | 5790.1982 | 6691.0396 | -900.8414 |
Avg Daily Profit (%) | 0.3257 | 0.2851 | 0.0406 | 0.1631 | 0.1688 | 0 |
Buy And Hold Return (%) | 953.7549 | 953.7549 | 953.7549 | 953.7549 | 953.7549 | 953.7549 |
Max Trade Drawdown | -124352 | -87134 | -60177 | -3381717 | -936111 | -3381717 |
Profit Factor | 2.9966 | 3.8409 | 1.6463 | 1.9128 | 3.7504 | 0.7696 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 64.3836 | 58.3333 | 70.2703 | 64.3836 | 58.3333 | 70.2703 |
Ratio Avg Win / Avg Loss | 1.6577 | 2.7435 | 0.6965 | 1.0581 | 2.6788 | 0.3256 |
Largest Winning Trade | 218591 | 218591 | 25197 | 3776383 | 3776383 | 609179 |
Largest Losing Trade | -60177 | -55672 | -60177 | -3381717 | -747515 | -3381717 |
Avg Bars in Trades | 95 | 170 | 23 | 95 | 170 | 23 |
Avg Bars in Winners | 76 | 142 | 22 | 76 | 142 | 22 |
Avg Bars in Losers | 131 | 208 | 26 | 131 | 208 | 26 |
Bars Traded | 6987 | 6121 | 867 | 6987 | 6121 | 867 |
Profit Streak | 111.0462 | 111.3795 | 111.0462 | 111.0462 | 111.3795 | 111.0462 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -224119 | -148426 | -300701 | -63553 | 586467 | -577304 |
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{ "first_band": { "type": "bbl", "factors": { "length": 42, "offset": 197, "std": 2.59069 } }, "second_band": { "type": "t3", "factors": { "length": 96, "offset": 0, "a": 0.6193 } } }
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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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