Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 122957.6793 | 72888.5383 | 50069.1409 | 132148.0909 | 118942.8568 | 13205.2341 |
Total P&L (%) | 122.9577 | 72.8885 | 50.0691 | 132.1481 | 118.9429 | 13.2052 |
Avg Daily Profit (%) | 0.4722 | 0.2799 | 0.1923 | 0.3239 | 0.3014 | 0.0476 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55294 | -40005 | -71420 | -113910 | -44528 | -154395 |
Profit Factor | 1.4979 | 1.7612 | 1.3311 | 1.3031 | 1.8342 | 1.045 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 80 | 38 | 42 | 80 | 38 | 42 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 68.3761 | 65.5172 | 71.1864 | 68.3761 | 65.5172 | 71.1864 |
Ratio Avg Win / Avg Loss | 0.6928 | 0.9269 | 0.5388 | 0.6027 | 0.9654 | 0.423 |
Largest Winning Trade | 20150 | 17665 | 20150 | 30245 | 22534 | 30245 |
Largest Losing Trade | -37885 | -29381 | -37885 | -72986 | -32341 | -72986 |
Avg Bars in Trades | 207 | 206 | 208 | 207 | 206 | 208 |
Avg Bars in Winners | 138 | 139 | 138 | 138 | 139 | 138 |
Avg Bars in Losers | 356 | 333 | 382 | 356 | 333 | 382 |
Bars Traded | 24286 | 11972 | 12314 | 24286 | 11972 | 12314 |
Profit Streak | 9.509 | 9.509 | 13.082 | 9.509 | 9.509 | 13.082 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449965 | -169464 | -168992 | 361502 | -169140 | -541863 |
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{ "first_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 2.92067 } }, "second_band": { "type": "t3", "factors": { "length": 141, "offset": 0, "a": 0.39791 } } }
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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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