Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 114088.157 | 59382.0548 | 54706.1022 | 147877.7639 | 89220.922 | 58656.8419 |
Total P&L (%) | 114.0882 | 59.3821 | 54.7061 | 147.8778 | 89.2209 | 58.6568 |
Avg Daily Profit (%) | 0.4381 | 0.228 | 0.2101 | 0.3492 | 0.2452 | 0.1774 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -33277 | -26472 | -28475 | -49714 | -38331 | -48136 |
Profit Factor | 1.5031 | 1.6342 | 1.4109 | 1.4047 | 1.5932 | 1.2729 |
Total Trades | 161 | 81 | 80 | 161 | 81 | 80 |
Winning Trades | 72 | 32 | 40 | 72 | 32 | 40 |
Losing Trades | 89 | 49 | 40 | 89 | 49 | 40 |
Profitability (%) | 44.7205 | 39.5062 | 50 | 44.7205 | 39.5062 | 50 |
Ratio Avg Win / Avg Loss | 1.858 | 2.5023 | 1.4109 | 1.7364 | 2.4396 | 1.2729 |
Largest Winning Trade | 24679 | 23952 | 24679 | 33104 | 28727 | 33104 |
Largest Losing Trade | -15881 | -9312 | -15881 | -25315 | -12486 | -25315 |
Avg Bars in Trades | 149 | 69 | 229 | 149 | 69 | 229 |
Avg Bars in Winners | 232 | 105 | 334 | 232 | 105 | 334 |
Avg Bars in Losers | 81 | 45 | 124 | 81 | 45 | 124 |
Bars Traded | 23992 | 5620 | 18372 | 23992 | 5620 | 18372 |
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 | 341534 | -7187 | -13404 | 292538 | -6440 | -14263 |
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{ "first_band": { "type": "kcb", "factors": { "length": 245, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbl", "factors": { "length": 244, "offset": 0, "std": 1.71534 } } }
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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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