Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 140051.7237 | 37980.0609 | 102071.6628 | 219730.9746 | 95182.0904 | 124548.8842 |
Total P&L (%) | 140.0517 | 37.9801 | 102.0717 | 219.731 | 95.1821 | 124.5489 |
Avg Daily Profit (%) | 0.5378 | 0.1458 | 0.392 | 0.4473 | 0.2571 | 0.3111 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -45366 | -19468 | -33290 | -111301 | -35953 | -114543 |
Profit Factor | 2.0778 | 2.0706 | 2.0805 | 1.6744 | 2.3206 | 1.4909 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Losing Trades | 20 | 10 | 10 | 20 | 10 | 10 |
Profitability (%) | 71.0145 | 71.4286 | 70.5882 | 71.0145 | 71.4286 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.8481 | 0.8283 | 0.8669 | 0.6834 | 0.9282 | 0.6212 |
Largest Winning Trade | 26361 | 9392 | 26361 | 35770 | 27574 | 35770 |
Largest Losing Trade | -29411 | -7077 | -29411 | -102386 | -14647 | -102386 |
Avg Bars in Trades | 338 | 104 | 579 | 338 | 104 | 579 |
Avg Bars in Winners | 271 | 96 | 454 | 271 | 96 | 454 |
Avg Bars in Losers | 501 | 123 | 880 | 501 | 123 | 880 |
Bars Traded | 23351 | 3641 | 19710 | 23351 | 3641 | 19710 |
Profit Streak | 16.3359 | 16.3359 | 25.2005 | 16.3359 | 16.3359 | 25.2005 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91921 | 84769 | 457889 | -93473 | 421148 | 375621 |
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{ "first_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 3.01915 } }, "second_band": { "type": "t3", "factors": { "length": 236, "offset": 0, "a": 0.32361 } } }
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# | 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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