Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 143426.8021 | 38170.1734 | 105256.6288 | 133744.7562 | 36434.2736 | 97310.4827 |
Total P&L (%) | 143.4268 | 38.1702 | 105.2566 | 133.7448 | 36.4343 | 97.3105 |
Avg Daily Profit (%) | 0.2754 | 0.0733 | 0.2021 | 0.1632 | 0.0597 | 0.1306 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -58274 | -26125 | -47411 | -161175 | -64317 | -123184 |
Profit Factor | 1.5723 | 1.631 | 1.5536 | 1.2756 | 1.3075 | 1.2653 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 52 | 25 | 27 | 52 | 25 | 27 |
Losing Trades | 32 | 17 | 15 | 32 | 17 | 15 |
Profitability (%) | 61.9048 | 59.5238 | 64.2857 | 61.9048 | 59.5238 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.9676 | 1.1091 | 0.8631 | 0.785 | 0.8891 | 0.703 |
Largest Winning Trade | 35608 | 11336 | 35608 | 50221 | 15798 | 50221 |
Largest Losing Trade | -47411 | -22223 | -47411 | -81438 | -54811 | -81438 |
Avg Bars in Trades | 294 | 84 | 503 | 294 | 84 | 503 |
Avg Bars in Winners | 270 | 73 | 453 | 270 | 73 | 453 |
Avg Bars in Losers | 332 | 101 | 594 | 332 | 101 | 594 |
Bars Traded | 24721 | 3564 | 21157 | 24721 | 3564 | 21157 |
Profit Streak | 10.7634 | 40.4509 | 10.7634 | 10.7634 | 40.4509 | 10.7634 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 393089 | -93362 | 344828 | 293294 | -115190 | -18533 |
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{ "first_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 2.08865 } }, "second_band": { "type": "t3", "factors": { "length": 216, "offset": 0, "a": 0.72347 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 2.08865 } }, "second_band": { "type": "t3", "factors": { "length": 216, "offset": 0, "a": 0.72347 } } }
# | 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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