Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 291589.1338 | 222256.664 | 69332.4698 | 65596.5038 | 133830.0865 | -68233.5827 |
Total P&L (%) | 291.5891 | 222.2567 | 69.3325 | 65.5965 | 133.8301 | -68.2336 |
Avg Daily Profit (%) | 0.2054 | 0.1566 | 0.0488 | 0.0355 | 0.0599 | -0.0808 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -100952 | -67145 | -88021 | -378351 | -202342 | -256234 |
Profit Factor | 1.4772 | 1.5837 | 1.3011 | 1.0474 | 1.1642 | 0.88 |
Total Trades | 96 | 48 | 48 | 96 | 48 | 48 |
Winning Trades | 44 | 17 | 27 | 44 | 17 | 27 |
Losing Trades | 52 | 31 | 21 | 52 | 31 | 21 |
Profitability (%) | 45.8333 | 35.4167 | 56.25 | 45.8333 | 35.4167 | 56.25 |
Ratio Avg Win / Avg Loss | 1.7458 | 2.8879 | 1.012 | 1.2378 | 2.123 | 0.6845 |
Largest Winning Trade | 119334 | 119334 | 32218 | 271291 | 271291 | 81575 |
Largest Losing Trade | -44330 | -44330 | -34068 | -110686 | -100769 | -110686 |
Avg Bars in Trades | 57 | 65 | 50 | 57 | 65 | 50 |
Avg Bars in Winners | 65 | 76 | 58 | 65 | 76 | 58 |
Avg Bars in Losers | 51 | 59 | 39 | 51 | 59 | 39 |
Bars Traded | 5552 | 3144 | 2408 | 5552 | 3144 | 2408 |
Profit Streak | 0 | 0 | 47.2737 | 0 | 0 | 47.2737 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 308911 | 165457 | -126177 | -315460 | -157356 | -579319 |
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{ "first_band": { "type": "bbm", "factors": { "length": 164, "offset": 0, "std": 2.32503 } }, "second_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 164, "offset": 0, "std": 2.32503 } }, "second_band": { "type": "kcb", "factors": { "length": 80, "offset": 0, "scalar": 1 } } }
# | 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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