Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 409443.0705 | 388129.2192 | 21313.8513 | 166787.7652 | 65016.474 | 101771.2912 |
Total P&L (%) | 409.4431 | 388.1292 | 21.3139 | 166.7878 | 65.0165 | 101.7713 |
Avg Daily Profit (%) | 0.3931 | 0.3726 | 0.0205 | 0.0942 | 0.0481 | 0.0674 |
Buy And Hold Return (%) | 39.561 | 39.561 | 39.561 | 39.561 | 39.561 | 39.561 |
Max Trade Drawdown | -78251 | -76866 | -26445 | -389340 | -361299 | -69828 |
Profit Factor | 1.9408 | 2.1331 | 1.23 | 1.1308 | 1.0605 | 1.506 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 55 | 27 | 28 | 55 | 27 | 28 |
Profitability (%) | 43.299 | 43.75 | 42.8571 | 43.299 | 43.75 | 42.8571 |
Ratio Avg Win / Avg Loss | 2.5415 | 2.7425 | 1.64 | 1.4808 | 1.3635 | 2.008 |
Largest Winning Trade | 294861 | 294861 | 17182 | 310795 | 310795 | 83652 |
Largest Losing Trade | -46503 | -46503 | -10557 | -200668 | -200668 | -23827 |
Avg Bars in Trades | 251 | 476 | 30 | 251 | 476 | 30 |
Avg Bars in Winners | 321 | 603 | 39 | 321 | 603 | 39 |
Avg Bars in Losers | 197 | 376 | 24 | 197 | 376 | 24 |
Bars Traded | 24366 | 22856 | 1510 | 24366 | 22856 | 1510 |
Profit Streak | 4.8372 | 0 | 11.5872 | 4.8372 | 0 | 11.5872 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402253 | 389215 | -332586 | -147636 | -294242 | -106013 |
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{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.51201 } }, "second_band": { "type": "bbu", "factors": { "length": 165, "offset": 0, "std": 3.72644 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 122, "offset": 0, "a": 0.51201 } }, "second_band": { "type": "bbu", "factors": { "length": 165, "offset": 0, "std": 3.72644 } } }
# | 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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