Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1479404.2108 | 1480168.3801 | -764.1694 | 346533.7266 | 390404.5686 | -43870.842 |
Total P&L (%) | 1479.4042 | 1480.1684 | -0.7642 | 346.5337 | 390.4046 | -43.8708 |
Avg Daily Profit (%) | 0.6692 | 0.6695 | -0.0003 | 0.0677 | 0.072 | -0.0261 |
Buy And Hold Return (%) | 374.3964 | 374.3964 | 374.3964 | 374.3964 | 374.3964 | 374.3964 |
Max Trade Drawdown | -110601 | -46575 | -176243 | -382216 | -125098 | -358642 |
Profit Factor | 3.74 | 9.3946 | 0.9979 | 1.2393 | 1.7707 | 0.9534 |
Total Trades | 72 | 36 | 36 | 72 | 36 | 36 |
Winning Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Losing Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Profitability (%) | 37.5 | 41.6667 | 33.3333 | 37.5 | 41.6667 | 33.3333 |
Ratio Avg Win / Avg Loss | 6.2333 | 13.1524 | 1.9958 | 2.0655 | 2.479 | 1.9068 |
Largest Winning Trade | 1433550 | 1433550 | 54370 | 394151 | 394151 | 203965 |
Largest Losing Trade | -59146 | -21415 | -59146 | -165889 | -78179 | -165889 |
Avg Bars in Trades | 115 | 42 | 188 | 115 | 42 | 188 |
Avg Bars in Winners | 221 | 77 | 401 | 221 | 77 | 401 |
Avg Bars in Losers | 51 | 17 | 81 | 51 | 17 | 81 |
Bars Traded | 8298 | 1517 | 6781 | 8298 | 1517 | 6781 |
Profit Streak | 0 | 0 | 307.076 | 0 | 0 | 307.076 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -71985 | 542616 | -583137 | -356121 | -249233 | -583137 |
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{ "first_band": { "type": "kcu", "factors": { "length": 177, "offset": 169, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 199, "offset": 189, "std": 4.73165 } } }
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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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