Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 813976.9443 | 745499.8032 | 68477.1411 | 1506486.9895 | 607455.9627 | 899031.0268 |
Total P&L (%) | 813.9769 | 745.4998 | 68.4771 | 1506.487 | 607.456 | 899.031 |
Avg Daily Profit (%) | 0.4324 | 0.396 | 0.0364 | 0.1476 | 0.104 | 0.1223 |
Buy And Hold Return (%) | 263.7089 | 263.7089 | 263.7089 | 263.7089 | 263.7089 | 263.7089 |
Max Trade Drawdown | -95995 | -96989 | -73174 | -750778 | -664850 | -472953 |
Profit Factor | 2.6467 | 3.957 | 1.2827 | 1.5076 | 1.3614 | 1.6986 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 39 | 20 | 19 | 39 | 20 | 19 |
Profitability (%) | 42.6471 | 41.1765 | 44.1176 | 42.6471 | 41.1765 | 44.1176 |
Ratio Avg Win / Avg Loss | 3.5593 | 5.6529 | 1.6248 | 2.0274 | 1.9448 | 2.1515 |
Largest Winning Trade | 340771 | 340771 | 57432 | 563101 | 516856 | 563101 |
Largest Losing Trade | -41253 | -30818 | -41253 | -372690 | -231147 | -372690 |
Avg Bars in Trades | 327 | 278 | 377 | 327 | 278 | 377 |
Avg Bars in Winners | 553 | 475 | 626 | 553 | 475 | 626 |
Avg Bars in Losers | 159 | 140 | 180 | 159 | 140 | 180 |
Bars Traded | 22291 | 9464 | 12827 | 22291 | 9464 | 12827 |
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 | -104599 | 361063 | -311300 | -110621 | -60492 | -31112 |
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{ "first_band": { "type": "t3", "factors": { "length": 174, "offset": 0, "a": 0.15546 } }, "second_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 1.21903 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 174, "offset": 0, "a": 0.15546 } }, "second_band": { "type": "bbm", "factors": { "length": 90, "offset": 0, "std": 1.21903 } } }
# | 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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