Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 842209.8984 | 575228.8203 | 266981.0781 | 6010997.0584 | 2733328.7055 | 3277668.3528 |
Total P&L (%) | 842.2099 | 575.2288 | 266.9811 | 6010.9971 | 2733.3287 | 3277.6684 |
Avg Daily Profit (%) | 0.4835 | 0.3302 | 0.1533 | 0.2364 | 0.1922 | 0.2023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -63355 | -73285 | -46160 | -3463113 | -2852053 | -2809431 |
Profit Factor | 2.5144 | 2.7151 | 2.2094 | 1.4061 | 1.3305 | 1.5017 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 42 | 16 | 26 | 42 | 16 | 26 |
Losing Trades | 73 | 42 | 31 | 73 | 42 | 31 |
Profitability (%) | 36.5217 | 27.5862 | 45.614 | 36.5217 | 27.5862 | 45.614 |
Ratio Avg Win / Avg Loss | 4.3702 | 7.1272 | 2.6343 | 2.4439 | 3.4927 | 1.7905 |
Largest Winning Trade | 325877 | 325877 | 52432 | 3021305 | 3021305 | 1554383 |
Largest Losing Trade | -20583 | -20583 | -18598 | -1059389 | -915084 | -1059389 |
Avg Bars in Trades | 89 | 73 | 105 | 89 | 73 | 105 |
Avg Bars in Winners | 182 | 178 | 184 | 182 | 178 | 184 |
Avg Bars in Losers | 35 | 33 | 38 | 35 | 33 | 38 |
Bars Traded | 10259 | 4263 | 5996 | 10259 | 4263 | 5996 |
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 | 371438 | -184418 | -170335 | 189215 | -189397 | -171276 |
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{ "first_band": { "type": "bbm", "factors": { "length": 246, "offset": 0, "std": 2.5898 } }, "second_band": { "type": "kcb", "factors": { "length": 15, "offset": 26, "scalar": 1 } } }
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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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