Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1717364.2302 | 1635164.7075 | 82199.5227 | 5441895.5801 | 2118006.7836 | 3323888.7965 |
Total P&L (%) | 1717.3642 | 1635.1647 | 82.1995 | 5441.8956 | 2118.0068 | 3323.8888 |
Avg Daily Profit (%) | 0.7229 | 0.6883 | 0.0346 | 0.1691 | 0.1305 | 0.1488 |
Buy And Hold Return (%) | 418.8968 | 418.8968 | 418.8968 | 418.8968 | 418.8968 | 418.8968 |
Max Trade Drawdown | -94485 | -94046 | -52604 | -6547596 | -4490722 | -2759307 |
Profit Factor | 4.4572 | 7.1598 | 1.3554 | 1.3278 | 1.2178 | 1.4835 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 37.3134 | 35.2941 | 39.3939 | 37.3134 | 35.2941 | 39.3939 |
Ratio Avg Win / Avg Loss | 7.4881 | 13.1262 | 2.0852 | 2.2307 | 2.2326 | 2.2822 |
Largest Winning Trade | 1294876 | 1294876 | 70724 | 4531895 | 4531895 | 4061829 |
Largest Losing Trade | -28929 | -28929 | -27003 | -2288549 | -2288549 | -1436989 |
Avg Bars in Trades | 207 | 189 | 226 | 207 | 189 | 226 |
Avg Bars in Winners | 367 | 357 | 378 | 367 | 357 | 378 |
Avg Bars in Losers | 112 | 98 | 127 | 112 | 98 | 127 |
Bars Traded | 13912 | 6451 | 7461 | 13912 | 6451 | 7461 |
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 | -108440 | 457032 | -315065 | -117072 | -24674 | 152391 |
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 0, "a": 0.60804 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 3.06532 } } }
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{ "first_band": { "type": "t3", "factors": { "length": 207, "offset": 0, "a": 0.60804 } }, "second_band": { "type": "bbm", "factors": { "length": 36, "offset": 0, "std": 3.06532 } } }
# | 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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