Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 118503.2988 | 213983.9359 | -95480.6371 | 1429393.1243 | 822963.3962 | 606429.7281 |
Total P&L (%) | 118.5033 | 213.9839 | -95.4806 | 1429.3931 | 822.9634 | 606.4297 |
Avg Daily Profit (%) | 0.0949 | 0.1713 | -0.0764 | 0.2186 | 0.178 | 0.1566 |
Buy And Hold Return (%) | 14.6949 | 14.6949 | 14.6949 | 14.6949 | 14.6949 | 14.6949 |
Max Trade Drawdown | -130251 | -29310 | -130251 | -409777 | -325568 | -440088 |
Profit Factor | 1.1951 | 2.8373 | 0.8055 | 1.7924 | 2.376 | 1.5029 |
Total Trades | 78 | 39 | 39 | 78 | 39 | 39 |
Winning Trades | 57 | 27 | 30 | 51 | 26 | 25 |
Losing Trades | 21 | 12 | 9 | 27 | 13 | 14 |
Profitability (%) | 73.0769 | 69.2308 | 76.9231 | 65.3846 | 66.6667 | 64.1026 |
Ratio Avg Win / Avg Loss | 0.4403 | 1.261 | 0.2416 | 0.9489 | 1.188 | 0.8416 |
Largest Winning Trade | 30611 | 30611 | 26240 | 292998 | 193256 | 292998 |
Largest Losing Trade | -221805 | -22779 | -221805 | -344133 | -257879 | -344133 |
Avg Bars in Trades | 45 | 32 | 58 | 45 | 32 | 58 |
Avg Bars in Winners | 28 | 19 | 37 | 35 | 24 | 46 |
Avg Bars in Losers | 90 | 62 | 128 | 64 | 47 | 80 |
Bars Traded | 3556 | 1267 | 2289 | 3556 | 1267 | 2289 |
Profit Streak | 39.8992 | 97.5658 | 39.8992 | 39.8992 | 97.5658 | 39.8992 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -107977 | 559853 | -576719 | -26259 | 532919 | 349939 |
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{ "first_band": { "type": "kcu", "factors": { "length": 22, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 157, "offset": 0, "std": 3.69929 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 22, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 157, "offset": 0, "std": 3.69929 } } }
# | 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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