Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 388516.3411 | 379047.6018 | 9468.7393 | 89913.8586 | 90475.9743 | -562.1157 |
Total P&L (%) | 388.5163 | 379.0476 | 9.4687 | 89.9139 | 90.476 | -0.5621 |
Avg Daily Profit (%) | 0.746 | 0.7278 | 0.0182 | 0.1232 | 0.1238 | -0.0011 |
Buy And Hold Return (%) | 57.8053 | 57.8053 | 57.8053 | 57.8053 | 57.8053 | 57.8053 |
Max Trade Drawdown | -62692 | -67576 | -26067 | -161315 | -141849 | -59687 |
Profit Factor | 2.4085 | 2.8488 | 1.1337 | 1.1872 | 1.2505 | 0.9953 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 57 | 31 | 26 | 57 | 31 | 26 |
Profitability (%) | 38.0435 | 32.6087 | 43.4783 | 38.0435 | 32.6087 | 43.4783 |
Ratio Avg Win / Avg Loss | 3.9224 | 5.8876 | 1.4738 | 1.9334 | 2.5843 | 1.2939 |
Largest Winning Trade | 461406 | 461406 | 11922 | 252667 | 252667 | 16494 |
Largest Losing Trade | -21412 | -21412 | -6411 | -51746 | -51746 | -17258 |
Avg Bars in Trades | 263 | 468 | 58 | 263 | 468 | 58 |
Avg Bars in Winners | 331 | 682 | 68 | 331 | 682 | 68 |
Avg Bars in Losers | 221 | 364 | 51 | 221 | 364 | 51 |
Bars Traded | 24248 | 21540 | 2708 | 24248 | 21540 | 2708 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421807 | 360600 | -410821 | -56841 | -43901 | -582142 |
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{ "first_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.1077 } }, "second_band": { "type": "bbu", "factors": { "length": 218, "offset": 0, "std": 4.87182 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 197, "offset": 0, "a": 0.1077 } }, "second_band": { "type": "bbu", "factors": { "length": 218, "offset": 0, "std": 4.87182 } } }
# | 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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