Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516295.2293 | 594783.6913 | -78488.462 | -71188.0913 | 103804.6749 | -174992.7663 |
Total P&L (%) | 516.2952 | 594.7837 | -78.4885 | -71.1881 | 103.8047 | -174.9928 |
Avg Daily Profit (%) | 0.2683 | 0.3091 | -0.0408 | -0.0646 | 0.037 | 0 |
Buy And Hold Return (%) | 59.106 | 59.106 | 59.106 | 59.106 | 59.106 | 59.106 |
Max Trade Drawdown | -149915 | -78419 | -142841 | -348790 | -189407 | -203338 |
Profit Factor | 1.4974 | 2.1809 | 0.8531 | 0.9461 | 1.1615 | 0.742 |
Total Trades | 127 | 63 | 64 | 127 | 63 | 64 |
Winning Trades | 54 | 24 | 30 | 54 | 24 | 30 |
Losing Trades | 73 | 39 | 34 | 73 | 39 | 34 |
Profitability (%) | 42.5197 | 38.0952 | 46.875 | 42.5197 | 38.0952 | 46.875 |
Ratio Avg Win / Avg Loss | 2.0243 | 3.544 | 0.9668 | 1.279 | 1.8875 | 0.841 |
Largest Winning Trade | 412780 | 412780 | 63292 | 231025 | 231025 | 88901 |
Largest Losing Trade | -64527 | -36869 | -64527 | -156800 | -77612 | -156800 |
Avg Bars in Trades | 58 | 53 | 63 | 58 | 53 | 63 |
Avg Bars in Winners | 86 | 69 | 99 | 86 | 69 | 99 |
Avg Bars in Losers | 38 | 43 | 32 | 38 | 43 | 32 |
Bars Traded | 7455 | 3366 | 4089 | 7455 | 3366 | 4089 |
Profit Streak | 6.5377 | 20.2877 | 6.5377 | 6.5377 | 20.2877 | 6.5377 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346110 | -137914 | -720483 | -580519 | -344741 | -720483 |
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{ "first_band": { "type": "kcl", "factors": { "length": 146, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbl", "factors": { "length": 27, "offset": 0, "std": 2.38061 } } }
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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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