Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169134.1585 | 2653.9781 | 166480.1803 | -335787.5589 | -63532.7984 | -272254.7605 |
Total P&L (%) | 169.1342 | 2.654 | 166.4802 | -335.7876 | -63.5328 | -272.2548 |
Avg Daily Profit (%) | 0.1634 | 0.0026 | 0.1609 | 0 | -0.0974 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -190321 | -105554 | -131182 | -360985 | -85398 | -299920 |
Profit Factor | 1.2517 | 1.007 | 1.5712 | 0.4227 | 0.7251 | 0.2234 |
Total Trades | 173 | 86 | 87 | 173 | 86 | 87 |
Winning Trades | 110 | 45 | 65 | 64 | 41 | 23 |
Losing Trades | 63 | 41 | 22 | 109 | 45 | 64 |
Profitability (%) | 63.5838 | 52.3256 | 74.7126 | 36.9942 | 47.6744 | 26.4368 |
Ratio Avg Win / Avg Loss | 0.7169 | 0.9175 | 0.5318 | 0.72 | 0.7958 | 0.6217 |
Largest Winning Trade | 27106 | 27106 | 25197 | 25197 | 16200 | 25197 |
Largest Losing Trade | -131182 | -29301 | -131182 | -140917 | -30450 | -140917 |
Avg Bars in Trades | 70 | 79 | 61 | 70 | 79 | 61 |
Avg Bars in Winners | 47 | 41 | 51 | 103 | 116 | 82 |
Avg Bars in Losers | 111 | 121 | 93 | 51 | 46 | 54 |
Bars Traded | 12238 | 6848 | 5390 | 12238 | 6848 | 5390 |
Profit Streak | 20.4871 | 20.4871 | 45.2371 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 5 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344393 | -569155 | 434341 | -584929 | -582006 | -604581 |
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{ "first_band": { "type": "bbm", "factors": { "length": 157, "offset": 0, "std": 1.85523 } }, "second_band": { "type": "kcb", "factors": { "length": 76, "offset": 0, "scalar": 3 } } }
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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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