Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182159.4974 | 220721.18 | -38561.6827 | 17356.9823 | 618310.4186 | -600953.4363 |
Total P&L (%) | 182.1595 | 220.7212 | -38.5617 | 17.357 | 618.3104 | -600.9534 |
Avg Daily Profit (%) | 0.2081 | 0.2522 | -0.0441 | 0.0183 | 0.2256 | 0 |
Buy And Hold Return (%) | 192.2735 | 192.2735 | 192.2735 | 192.2735 | 192.2735 | 192.2735 |
Max Trade Drawdown | -125553 | -57535 | -149764 | -656363 | -296102 | -889063 |
Profit Factor | 1.4103 | 2.4789 | 0.8692 | 1.0086 | 2.0593 | 0.5792 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 57.6923 | 53.8462 | 61.5385 | 57.6923 | 53.8462 | 61.5385 |
Ratio Avg Win / Avg Loss | 1.0342 | 2.1248 | 0.5432 | 0.7397 | 1.7651 | 0.362 |
Largest Winning Trade | 56990 | 56990 | 31285 | 225033 | 225033 | 115243 |
Largest Losing Trade | -62019 | -23439 | -62019 | -476067 | -121171 | -476067 |
Avg Bars in Trades | 130 | 117 | 143 | 130 | 117 | 143 |
Avg Bars in Winners | 130 | 120 | 140 | 130 | 120 | 140 |
Avg Bars in Losers | 129 | 113 | 148 | 129 | 113 | 148 |
Bars Traded | 10145 | 4563 | 5582 | 10145 | 4563 | 5582 |
Profit Streak | 0 | 32.9289 | 0 | 0 | 32.9289 | 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 | -194831 | -105895 | -579261 | -584403 | 371216 | -579261 |
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{ "first_band": { "type": "kcb", "factors": { "length": 171, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 210, "offset": 0, "std": 1.53852 } } }
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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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