Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 741575.0355 | 576959.295 | 164615.7405 | 3088494.8741 | 480843.9265 | 2607650.9477 |
Total P&L (%) | 741.575 | 576.9593 | 164.6157 | 3088.4949 | 480.8439 | 2607.6509 |
Avg Daily Profit (%) | 0.3879 | 0.3018 | 0.0861 | 0.1812 | 0.0921 | 0.1727 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81404 | -65528 | -47306 | -2332447 | -2896774 | -764827 |
Profit Factor | 3.0067 | 3.7647 | 2.0233 | 1.388 | 1.0859 | 2.1048 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 30 | 14 | 16 | 30 | 14 | 16 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 48.3871 | 45.1613 | 51.6129 | 48.3871 | 45.1613 | 51.6129 |
Ratio Avg Win / Avg Loss | 3.2071 | 4.5715 | 1.8968 | 1.4805 | 1.3185 | 1.9733 |
Largest Winning Trade | 261421 | 261421 | 62664 | 3143236 | 3143236 | 1837975 |
Largest Losing Trade | -26241 | -26241 | -23351 | -1158833 | -1158833 | -511092 |
Avg Bars in Trades | 89 | 79 | 100 | 89 | 79 | 100 |
Avg Bars in Winners | 124 | 103 | 142 | 124 | 103 | 142 |
Avg Bars in Losers | 57 | 59 | 55 | 57 | 59 | 55 |
Bars Traded | 5565 | 2456 | 3109 | 5565 | 2456 | 3109 |
Profit Streak | 0 | 0 | 75.3099 | 0 | 0 | 75.3099 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143740 | 499495 | -73439 | -150628 | -198070 | 451214 |
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{ "first_band": { "type": "bbm", "factors": { "length": 157, "offset": 0, "std": 3.01986 } }, "second_band": { "type": "t3", "factors": { "length": 33, "offset": 0, "a": 0.78684 } } }
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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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