Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 281686.4126 | 48589.5474 | 233096.8652 | 647654.478 | 53966.7921 | 593687.6859 |
Total P&L (%) | 281.6864 | 48.5895 | 233.0969 | 647.6545 | 53.9668 | 593.6877 |
Avg Daily Profit (%) | 0.2739 | 0.0473 | 0.2267 | 0.1958 | 0.042 | 0.1885 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -84710 | -82441 | -32768 | -394116 | -357336 | -129631 |
Profit Factor | 2.0623 | 1.3049 | 3.2032 | 1.7543 | 1.098 | 2.9266 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 22 | 14 | 8 | 22 | 14 | 8 |
Profitability (%) | 66.6667 | 57.5758 | 75.7576 | 66.6667 | 57.5758 | 75.7576 |
Ratio Avg Win / Avg Loss | 1.0312 | 0.9615 | 1.025 | 0.8772 | 0.8091 | 0.9365 |
Largest Winning Trade | 35155 | 24372 | 35155 | 87601 | 84552 | 87601 |
Largest Losing Trade | -44561 | -34851 | -44561 | -127480 | -127480 | -97838 |
Avg Bars in Trades | 58 | 44 | 72 | 58 | 44 | 72 |
Avg Bars in Winners | 47 | 37 | 56 | 47 | 37 | 56 |
Avg Bars in Losers | 80 | 54 | 125 | 80 | 54 | 125 |
Bars Traded | 3878 | 1471 | 2407 | 3878 | 1471 | 2407 |
Profit Streak | 178.5363 | 178.5363 | 274.7863 | 178.5363 | 178.5363 | 274.7863 |
Trades During Streak | 10 | 5 | 9 | 10 | 5 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -113728 | -130442 | 635627 | -116240 | -249876 | 559673 |
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{ "first_band": { "type": "bbu", "factors": { "length": 33, "offset": 0, "std": 2.68211 } }, "second_band": { "type": "kcu", "factors": { "length": 144, "offset": 0, "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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