Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97424.839 | 54899.9685 | 42524.8705 | 121151.7571 | 73961.1605 | 47190.5967 |
Total P&L (%) | 97.4248 | 54.9 | 42.5249 | 121.1518 | 73.9612 | 47.1906 |
Avg Daily Profit (%) | 0.7014 | 0.3952 | 0.3061 | 0.573 | 0.3994 | 0.2787 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34162 | -21453 | -39398 | -44216 | -27705 | -49435 |
Profit Factor | 1.793 | 2.2896 | 1.5296 | 1.7749 | 2.4095 | 1.4543 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Losing Trades | 18 | 8 | 10 | 18 | 8 | 10 |
Profitability (%) | 74.2857 | 77.1429 | 71.4286 | 74.2857 | 77.1429 | 71.4286 |
Ratio Avg Win / Avg Loss | 0.6206 | 0.6784 | 0.6119 | 0.6144 | 0.7139 | 0.5817 |
Largest Winning Trade | 14858 | 12439 | 14858 | 14424 | 14424 | 13273 |
Largest Losing Trade | -29512 | -19130 | -29512 | -36463 | -24760 | -36463 |
Avg Bars in Trades | 185 | 135 | 234 | 185 | 135 | 234 |
Avg Bars in Winners | 129 | 108 | 152 | 129 | 108 | 152 |
Avg Bars in Losers | 346 | 226 | 441 | 346 | 226 | 441 |
Bars Traded | 12955 | 4735 | 8220 | 12955 | 4735 | 8220 |
Profit Streak | 135.0162 | 167.8183 | 135.0162 | 135.0162 | 167.8183 | 135.0162 |
Trades During Streak | 11 | 14 | 5 | 11 | 14 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -82998 | 476549 | 315134 | -84130 | 522396 | 305048 |
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{ "first_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 3.61457 } }, "second_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 158, "offset": 0, "std": 3.61457 } }, "second_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 1 } } }
# | 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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