Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 238933.1677 | 235597.8747 | 3335.2931 | -16623.5419 | -59828.8518 | 43205.31 |
Total P&L (%) | 238.9332 | 235.5979 | 3.3353 | -16.6235 | -59.8289 | 43.2053 |
Avg Daily Profit (%) | 0.2294 | 0.2262 | 0.0032 | -0.0175 | -0.0875 | 0.0345 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121464 | -122158 | -14505 | -408460 | -414728 | -13407 |
Profit Factor | 1.8299 | 1.9108 | 1.1141 | 0.9707 | 0.8883 | 2.3355 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Losing Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Profitability (%) | 50.8475 | 51.7241 | 50 | 50.8475 | 51.7241 | 50 |
Ratio Avg Win / Avg Loss | 1.769 | 1.7834 | 1.1141 | 0.9384 | 0.8291 | 2.3355 |
Largest Winning Trade | 275679 | 275679 | 8320 | 242470 | 242470 | 37780 |
Largest Losing Trade | -63785 | -63785 | -5655 | -228535 | -228535 | -11136 |
Avg Bars in Trades | 411 | 826 | 9 | 411 | 826 | 9 |
Avg Bars in Winners | 285 | 560 | 10 | 285 | 560 | 10 |
Avg Bars in Losers | 541 | 1112 | 8 | 541 | 1112 | 8 |
Bars Traded | 24270 | 23980 | 290 | 24270 | 23980 | 290 |
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 | -168045 | 419090 | -449074 | -760167 | -580609 | -144089 |
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{ "first_band": { "type": "kcu", "factors": { "length": 30, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 182, "offset": 0, "std": 2.67335 } } }
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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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