Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 685450.3694 | 622697.0403 | 62753.3291 | 3652215.9775 | 4889598.7421 | -1237382.7645 |
Total P&L (%) | 685.4504 | 622.697 | 62.7533 | 3652.216 | 4889.5987 | -1237.3828 |
Avg Daily Profit (%) | 0.2741 | 0.249 | 0.0251 | 0.145 | 0.1565 | 0 |
Buy And Hold Return (%) | 655.0528 | 655.0528 | 655.0528 | 655.0528 | 655.0528 | 655.0528 |
Max Trade Drawdown | -51134 | -53526 | -40375 | -2471477 | -1226484 | -1728727 |
Profit Factor | 3.3505 | 4.5711 | 1.5352 | 1.7259 | 2.7144 | 0.4322 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Losing Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Profitability (%) | 49.2754 | 55.8824 | 42.8571 | 49.2754 | 55.8824 | 42.8571 |
Ratio Avg Win / Avg Loss | 3.4491 | 3.6088 | 2.047 | 1.7766 | 2.1429 | 0.5763 |
Largest Winning Trade | 358957 | 358957 | 47402 | 4442782 | 4442782 | 285573 |
Largest Losing Trade | -31377 | -31377 | -19757 | -1196555 | -1196555 | -881293 |
Avg Bars in Trades | 140 | 227 | 56 | 140 | 227 | 56 |
Avg Bars in Winners | 187 | 270 | 83 | 187 | 270 | 83 |
Avg Bars in Losers | 94 | 172 | 35 | 94 | 172 | 35 |
Bars Traded | 9687 | 7723 | 1964 | 9687 | 7723 | 1964 |
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 | -242822 | -149095 | -325284 | -103235 | 489231 | -583565 |
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{ "first_band": { "type": "bbm", "factors": { "length": 148, "offset": 0, "std": 4.29177 } }, "second_band": { "type": "kcu", "factors": { "length": 122, "offset": 0, "scalar": 1 } } }
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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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