Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 532780.7195 | 486141.9322 | 46638.7873 | 136272.3472 | -611254.3387 | 747526.6858 |
Total P&L (%) | 532.7807 | 486.1419 | 46.6388 | 136.2723 | -611.2543 | 747.5267 |
Avg Daily Profit (%) | 0.2557 | 0.2333 | 0.0224 | 0.0413 | 0 | 0.1026 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155295 | -137975 | -49314 | -3627232 | -3275817 | -420096 |
Profit Factor | 1.5638 | 1.6332 | 1.2632 | 1.0152 | 0.9192 | 1.5401 |
Total Trades | 319 | 159 | 160 | 319 | 159 | 160 |
Winning Trades | 148 | 66 | 82 | 148 | 66 | 82 |
Losing Trades | 171 | 93 | 78 | 171 | 93 | 78 |
Profitability (%) | 46.395 | 41.5094 | 51.25 | 46.395 | 41.5094 | 51.25 |
Ratio Avg Win / Avg Loss | 1.8068 | 2.3013 | 1.2016 | 1.173 | 1.2953 | 1.4649 |
Largest Winning Trade | 311954 | 311954 | 21326 | 1703317 | 1703317 | 195872 |
Largest Losing Trade | -41144 | -41144 | -12240 | -1068218 | -1068218 | -82909 |
Avg Bars in Trades | 77 | 149 | 7 | 77 | 149 | 7 |
Avg Bars in Winners | 94 | 204 | 6 | 94 | 204 | 6 |
Avg Bars in Losers | 63 | 109 | 7 | 63 | 109 | 7 |
Bars Traded | 24833 | 23691 | 1142 | 24833 | 23691 | 1142 |
Profit Streak | 12.2217 | 0 | 18.2217 | 12.2217 | 0 | 18.2217 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439465 | 287066 | -162941 | -340663 | -582135 | -52202 |
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{ "first_band": { "type": "kcb", "factors": { "length": 34, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 22, "offset": 0, "std": 1.16381 } } }
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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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