Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 126777.0965 | 73957.8382 | 52819.2583 | 176818.7865 | 132196.6424 | 44622.1441 |
Total P&L (%) | 126.7771 | 73.9578 | 52.8193 | 176.8188 | 132.1966 | 44.6221 |
Avg Daily Profit (%) | 0.9127 | 0.5324 | 0.3802 | 0.7357 | 0.6083 | 0.266 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31222 | -16192 | -40901 | -55425 | -17283 | -65021 |
Profit Factor | 1.7417 | 2.2807 | 1.4667 | 1.6825 | 2.821 | 1.2393 |
Total Trades | 110 | 55 | 55 | 110 | 55 | 55 |
Winning Trades | 79 | 41 | 38 | 79 | 41 | 38 |
Losing Trades | 31 | 14 | 17 | 31 | 14 | 17 |
Profitability (%) | 71.8182 | 74.5455 | 69.0909 | 71.8182 | 74.5455 | 69.0909 |
Ratio Avg Win / Avg Loss | 0.6835 | 0.7788 | 0.6562 | 0.6602 | 0.9633 | 0.5544 |
Largest Winning Trade | 13027 | 10982 | 13027 | 25481 | 25481 | 21442 |
Largest Losing Trade | -30388 | -13961 | -30388 | -55425 | -14852 | -55425 |
Avg Bars in Trades | 117 | 53 | 182 | 117 | 53 | 182 |
Avg Bars in Winners | 90 | 44 | 140 | 90 | 44 | 140 |
Avg Bars in Losers | 187 | 79 | 276 | 187 | 79 | 276 |
Bars Traded | 12977 | 2948 | 10029 | 12977 | 2948 | 10029 |
Profit Streak | 132.3563 | 132.5126 | 0 | 132.3563 | 132.5126 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 560040 | -166060 | -171909 | 532612 | -164368 | -174942 |
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{ "first_band": { "type": "bbu", "factors": { "length": 188, "offset": 0, "std": 1.30626 } }, "second_band": { "type": "kcb", "factors": { "length": 160, "offset": 0, "scalar": 5 } } }
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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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