Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 612011.7037 | 380990.6766 | 231021.0271 | 1172558.9478 | 50496.4759 | 1122062.4719 |
Total P&L (%) | 612.0117 | 380.9907 | 231.021 | 1172.5589 | 50.4965 | 1122.0625 |
Avg Daily Profit (%) | 0.339 | 0.211 | 0.128 | 0.141 | 0.0226 | 0.1388 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -80043 | -88455 | -39464 | -1183808 | -1190988 | -675747 |
Profit Factor | 1.9788 | 1.9889 | 1.9625 | 1.2002 | 1.0143 | 1.4832 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 45 | 15 | 30 | 45 | 15 | 30 |
Losing Trades | 70 | 43 | 27 | 70 | 43 | 27 |
Profitability (%) | 39.1304 | 25.8621 | 52.6316 | 39.1304 | 25.8621 | 52.6316 |
Ratio Avg Win / Avg Loss | 3.0781 | 5.7015 | 1.7663 | 1.8669 | 2.9076 | 1.3349 |
Largest Winning Trade | 309561 | 309561 | 71950 | 881475 | 881475 | 417877 |
Largest Losing Trade | -31424 | -31424 | -30951 | -529820 | -405026 | -529820 |
Avg Bars in Trades | 62 | 52 | 71 | 62 | 52 | 71 |
Avg Bars in Winners | 105 | 105 | 105 | 105 | 105 | 105 |
Avg Bars in Losers | 34 | 34 | 33 | 34 | 34 | 33 |
Bars Traded | 7134 | 3060 | 4074 | 7134 | 3060 | 4074 |
Profit Streak | 0 | 0 | 46.2232 | 0 | 0 | 46.2232 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 326287 | -194854 | -197605 | -7726 | -573967 | -185337 |
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{ "first_band": { "type": "bbm", "factors": { "length": 160, "offset": 0, "std": 3.37162 } }, "second_band": { "type": "kcb", "factors": { "length": 42, "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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