Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2132291.6868 | -128242.0146 | -2004049.6722 | 400829.886 | -6821956.9911 | 7222786.8772 |
Total P&L (%) | -2132.2917 | -128.242 | -2004.0497 | 400.8299 | -6821.957 | 7222.7869 |
Avg Daily Profit (%) | -1.1911 | -0.0716 | -1.1195 | 0.09 | 0 | 0.2401 |
Buy And Hold Return (%) | 238.9695 | 238.9695 | 238.9695 | 238.9695 | 238.9695 | 238.9695 |
Max Trade Drawdown | -2246280 | -231649 | -1084687 | -14383677 | -13082762 | -1809847 |
Profit Factor | 0.1509 | 0.5842 | 0.0902 | 1.0218 | 0.4919 | 2.4618 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 39 | 15 | 24 | 41 | 16 | 25 |
Losing Trades | 25 | 17 | 8 | 23 | 16 | 7 |
Profitability (%) | 60.9375 | 46.875 | 75 | 64.0625 | 50 | 78.125 |
Ratio Avg Win / Avg Loss | 0.0967 | 0.6621 | 0.0301 | 0.5732 | 0.4919 | 0.6893 |
Largest Winning Trade | 68984 | 68984 | 22908 | 9588676 | 5976151 | 9588676 |
Largest Losing Trade | -1035883 | -63106 | -1035883 | -7158351 | -7158351 | -1809847 |
Avg Bars in Trades | 160 | 178 | 143 | 160 | 178 | 143 |
Avg Bars in Winners | 70 | 59 | 76 | 85 | 74 | 91 |
Avg Bars in Losers | 301 | 282 | 342 | 295 | 281 | 327 |
Bars Traded | 10287 | 5704 | 4583 | 10287 | 5704 | 4583 |
Profit Streak | 25.7895 | 27.4562 | 25.7895 | 25.7895 | 27.4562 | 25.7895 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -721839 | -581484 | -577027 | -420642 | -580269 | 520201 |
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{ "first_band": { "type": "bbm", "factors": { "length": 196, "offset": 0, "std": 2.55913 } }, "second_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.6068 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 196, "offset": 0, "std": 2.55913 } }, "second_band": { "type": "t3", "factors": { "length": 213, "offset": 0, "a": 0.6068 } } }
# | 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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