Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 991090.3038 | 996546.8662 | -5456.5624 | 14195542.8882 | 41990517.0026 | -27794974.1145 |
Total P&L (%) | 991.0903 | 996.5469 | -5.4566 | 14195.5429 | 41990.517 | -27794.9741 |
Avg Daily Profit (%) | 0.5343 | 0.5372 | -0.0029 | 0.2679 | 0.3263 | 0 |
Buy And Hold Return (%) | 8181.7121 | 8181.7121 | 8181.7121 | 8181.7121 | 8181.7121 | 8181.7121 |
Max Trade Drawdown | -90109 | -19808 | -113734 | -30679943 | -4894700 | -31924937 |
Profit Factor | 3.0107 | 7.1283 | 0.9835 | 1.216 | 3.0918 | 0.391 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Losing Trades | 41 | 16 | 25 | 41 | 16 | 25 |
Profitability (%) | 57.2917 | 66.6667 | 47.9167 | 57.2917 | 66.6667 | 47.9167 |
Ratio Avg Win / Avg Loss | 2.2444 | 3.5642 | 1.069 | 0.9065 | 1.5459 | 0.425 |
Largest Winning Trade | 383934 | 383934 | 64339 | 19793177 | 19793177 | 4916423 |
Largest Losing Trade | -45943 | -17828 | -45943 | -16099214 | -4894700 | -16099214 |
Avg Bars in Trades | 72 | 48 | 96 | 72 | 48 | 96 |
Avg Bars in Winners | 88 | 60 | 129 | 88 | 60 | 129 |
Avg Bars in Losers | 50 | 25 | 67 | 50 | 25 | 67 |
Bars Traded | 6984 | 2331 | 4653 | 6984 | 2331 | 4653 |
Profit Streak | 12.2764 | 21.7764 | 12.2764 | 12.2764 | 21.7764 | 12.2764 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -146846 | -143530 | -579213 | 5484 | 596807 | -580880 |
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{ "first_band": { "type": "t3", "factors": { "length": 148, "offset": 0, "a": 0.74202 } }, "second_band": { "type": "bbl", "factors": { "length": 236, "offset": 0, "std": 2.94403 } } }
# | 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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