Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 810343.6497 | 666929.5487 | 143414.101 | -8590009.1752 | 34798115.5431 | -43388124.7183 |
Total P&L (%) | 810.3437 | 666.9295 | 143.4141 | -8590.0092 | 34798.1155 | -43388.1247 |
Avg Daily Profit (%) | 0.3241 | 0.2667 | 0.0574 | 0 | 0.2344 | 0 |
Buy And Hold Return (%) | 852.3148 | 852.3148 | 852.3148 | 852.3148 | 852.3148 | 852.3148 |
Max Trade Drawdown | -112882 | -64345 | -112882 | -54730338 | -2111979 | -52687849 |
Profit Factor | 3.0924 | 5.9248 | 1.5694 | 0.8653 | 6.2319 | 0.2401 |
Total Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Winning Trades | 64 | 32 | 32 | 60 | 30 | 30 |
Losing Trades | 21 | 10 | 11 | 25 | 12 | 13 |
Profitability (%) | 75.2941 | 76.1905 | 74.4186 | 70.5882 | 71.4286 | 69.7674 |
Ratio Avg Win / Avg Loss | 1.0147 | 1.8515 | 0.5395 | 0.3605 | 2.4928 | 0.1041 |
Largest Winning Trade | 122697 | 122697 | 53542 | 23973565 | 23973565 | 2655304 |
Largest Losing Trade | -112882 | -47904 | -112882 | -52197413 | -1883673 | -52197413 |
Avg Bars in Trades | 55 | 72 | 39 | 55 | 72 | 39 |
Avg Bars in Winners | 54 | 69 | 40 | 50 | 62 | 39 |
Avg Bars in Losers | 57 | 82 | 35 | 66 | 98 | 37 |
Bars Traded | 4715 | 3038 | 1677 | 4715 | 3038 | 1677 |
Profit Streak | 228.7371 | 548.7371 | 228.7371 | 0 | 0 | 0 |
Trades During Streak | 4 | 6 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146718 | -143872 | -277858 | -577604 | 708529 | -578164 |
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{ "first_band": { "type": "bbl", "factors": { "length": 14, "offset": 0, "std": 2.4286 } }, "second_band": { "type": "t3", "factors": { "length": 156, "offset": 0, "a": 0.775 } } }
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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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