Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64534.7036 | 4823.5827 | 59711.121 | 66525.2481 | 6151.5801 | 60373.668 |
Total P&L (%) | 64.5347 | 4.8236 | 59.7111 | 66.5252 | 6.1516 | 60.3737 |
Avg Daily Profit (%) | 0.2478 | 0.0185 | 0.2293 | 0.196 | 0.0229 | 0.1815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -28178 | -15855 | -21743 | -52708 | -20079 | -42856 |
Profit Factor | 1.5958 | 1.1234 | 1.8628 | 1.3962 | 1.1086 | 1.5427 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 49.2754 | 45.7143 | 52.9412 | 49.2754 | 45.7143 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.6428 | 1.334 | 1.6558 | 1.4373 | 1.3164 | 1.3713 |
Largest Winning Trade | 23808 | 16439 | 23808 | 24396 | 21442 | 24396 |
Largest Losing Trade | -16141 | -6185 | -16141 | -32142 | -7699 | -32142 |
Avg Bars in Trades | 347 | 60 | 641 | 347 | 60 | 641 |
Avg Bars in Winners | 569 | 94 | 991 | 569 | 94 | 991 |
Avg Bars in Losers | 130 | 32 | 248 | 130 | 32 | 248 |
Bars Traded | 23943 | 2123 | 21820 | 23943 | 2123 | 21820 |
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 | -97286 | -421797 | 348818 | -99927 | -432167 | 264855 |
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{ "first_band": { "type": "kcu", "factors": { "length": 159, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 55, "offset": 0, "std": 1.00796 } } }
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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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