Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 183027.9185 | 100817.8308 | 82210.0877 | 61094.9536 | -55402.0158 | 116496.9694 |
Total P&L (%) | 183.0279 | 100.8178 | 82.2101 | 61.095 | -55.402 | 116.497 |
Avg Daily Profit (%) | 0.1647 | 0.0907 | 0.074 | 0.0429 | -0.0726 | 0.0695 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -103055 | -83447 | -64203 | -517813 | -396987 | -232425 |
Profit Factor | 1.2632 | 1.2867 | 1.2392 | 1.0311 | 0.9443 | 1.1199 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 112 | 60 | 52 | 112 | 60 | 52 |
Profitability (%) | 50.4425 | 46.9027 | 53.9823 | 50.4425 | 46.9027 | 53.9823 |
Ratio Avg Win / Avg Loss | 1.241 | 1.4567 | 1.0563 | 1.013 | 1.069 | 0.9547 |
Largest Winning Trade | 120072 | 120072 | 16114 | 185614 | 185614 | 86354 |
Largest Losing Trade | -25569 | -25140 | -25569 | -126388 | -120377 | -126388 |
Avg Bars in Trades | 57 | 59 | 55 | 57 | 59 | 55 |
Avg Bars in Winners | 58 | 65 | 52 | 58 | 65 | 52 |
Avg Bars in Losers | 56 | 53 | 59 | 56 | 53 | 59 |
Bars Traded | 13000 | 6708 | 6292 | 13000 | 6708 | 6292 |
Profit Streak | 0 | 43.1741 | 0 | 0 | 43.1741 | 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 | 303064 | -72751 | -94198 | -321281 | -580016 | -190106 |
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{ "first_band": { "type": "kcu", "factors": { "length": 138, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 199, "offset": 0, "std": 4.88701 } } }
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# | 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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