Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1860196.5852 | 1775378.7469 | 84817.8382 | 172320.2179 | -248016.6423 | 420336.8601 |
Total P&L (%) | 1860.1966 | 1775.3787 | 84.8178 | 172.3202 | -248.0166 | 420.3369 |
Avg Daily Profit (%) | 0.7785 | 0.743 | 0.0355 | 0.0419 | 0 | 0.0691 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149519 | -144634 | -67521 | -3110302 | -2988139 | -853413 |
Profit Factor | 3.3993 | 4.2809 | 1.3622 | 1.0227 | 0.9521 | 1.1743 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Profitability (%) | 47.1264 | 41.8605 | 52.2727 | 47.1264 | 41.8605 | 52.2727 |
Ratio Avg Win / Avg Loss | 3.8139 | 5.9456 | 1.2438 | 1.1474 | 1.3224 | 1.0722 |
Largest Winning Trade | 1583696 | 1583696 | 52879 | 1464827 | 1464827 | 512347 |
Largest Losing Trade | -60532 | -60532 | -37710 | -1053548 | -1053548 | -504968 |
Avg Bars in Trades | 162 | 285 | 42 | 162 | 285 | 42 |
Avg Bars in Winners | 206 | 405 | 49 | 206 | 405 | 49 |
Avg Bars in Losers | 123 | 198 | 34 | 123 | 198 | 34 |
Bars Traded | 14139 | 12268 | 1872 | 14139 | 12268 | 1872 |
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 | 669530 | 605961 | -144657 | -333327 | -582225 | -129206 |
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{ "first_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.77494 } }, "second_band": { "type": "bbu", "factors": { "length": 174, "offset": 0, "std": 3.12156 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 153, "offset": 0, "a": 0.77494 } }, "second_band": { "type": "bbu", "factors": { "length": 174, "offset": 0, "std": 3.12156 } } }
# | 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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