Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400994.167 | 298357.2198 | 102636.9471 | 357519.7489 | 278050.3601 | 79469.3887 |
Total P&L (%) | 400.9942 | 298.3572 | 102.6369 | 357.5197 | 278.0504 | 79.4694 |
Avg Daily Profit (%) | 0.2133 | 0.1587 | 0.0546 | 0.0809 | 0.0708 | 0.0311 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -91881 | -75704 | -77399 | -223306 | -239595 | -132284 |
Profit Factor | 1.4081 | 1.5795 | 1.2194 | 1.1488 | 1.2188 | 1.0702 |
Total Trades | 334 | 167 | 167 | 334 | 167 | 167 |
Winning Trades | 150 | 65 | 85 | 150 | 65 | 85 |
Losing Trades | 184 | 102 | 82 | 184 | 102 | 82 |
Profitability (%) | 44.9102 | 38.9222 | 50.8982 | 44.9102 | 38.9222 | 50.8982 |
Ratio Avg Win / Avg Loss | 1.7272 | 2.4786 | 1.1763 | 1.4092 | 1.9125 | 1.0324 |
Largest Winning Trade | 137824 | 137824 | 51733 | 211777 | 211777 | 98697 |
Largest Losing Trade | -60803 | -22672 | -60803 | -144605 | -52034 | -144605 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 31 | 29 | 32 | 31 | 29 | 32 |
Avg Bars in Losers | 15 | 13 | 16 | 15 | 13 | 16 |
Bars Traded | 7474 | 3337 | 4137 | 7474 | 3337 | 4137 |
Profit Streak | 0 | 37.2775 | 0 | 0 | 37.2775 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346865 | 268195 | -119700 | -141734 | -100466 | -293914 |
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{ "first_band": { "type": "bbm", "factors": { "length": 188, "offset": 152, "std": 4.84731 } }, "second_band": { "type": "t3", "factors": { "length": 11, "offset": 0, "a": 0.71495 } } }
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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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