Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 53933.0905 | 21188.2321 | 32744.8584 | 66409.5772 | 24830.4447 | 41579.1325 |
Total P&L (%) | 53.9331 | 21.1882 | 32.7449 | 66.4096 | 24.8304 | 41.5791 |
Avg Daily Profit (%) | 1.0356 | 0.4068 | 0.6287 | 0.9827 | 0.4268 | 0.6698 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -13991 | -16576 | -7370 | -19436 | -22121 | -10516 |
Profit Factor | 1.7523 | 1.5007 | 2.1147 | 1.6709 | 1.4244 | 2.027 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 80 | 35 | 45 | 80 | 35 | 45 |
Losing Trades | 40 | 25 | 15 | 40 | 25 | 15 |
Profitability (%) | 66.6667 | 58.3333 | 75 | 66.6667 | 58.3333 | 75 |
Ratio Avg Win / Avg Loss | 0.8762 | 1.072 | 0.7049 | 0.8354 | 1.0174 | 0.6757 |
Largest Winning Trade | 7013 | 7013 | 3198 | 9150 | 9150 | 4279 |
Largest Losing Trade | -10426 | -10426 | -4737 | -14050 | -14050 | -5671 |
Avg Bars in Trades | 196 | 200 | 191 | 196 | 200 | 191 |
Avg Bars in Winners | 139 | 119 | 154 | 139 | 119 | 154 |
Avg Bars in Losers | 310 | 314 | 304 | 310 | 314 | 304 |
Bars Traded | 23563 | 12058 | 11505 | 23563 | 12058 | 11505 |
Profit Streak | 0 | 13.9765 | 0 | 0 | 13.9765 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462570 | -164957 | -157778 | 485202 | -162825 | -157089 |
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{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 1.02729 } }, "second_band": { "type": "t3", "factors": { "length": 148, "offset": 0, "a": 0.28652 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 156, "offset": 0, "std": 1.02729 } }, "second_band": { "type": "t3", "factors": { "length": 148, "offset": 0, "a": 0.28652 } } }
# | 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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