Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 214139.6796 | 186472.46 | 27667.2197 | 91150.3422 | -7063.5923 | 98213.9345 |
Total P&L (%) | 214.1397 | 186.4725 | 27.6672 | 91.1503 | -7.0636 | 98.2139 |
Avg Daily Profit (%) | 0.2056 | 0.179 | 0.0266 | 0.0622 | -0.007 | 0.0657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83573 | -80727 | -34057 | -303948 | -372490 | -84402 |
Profit Factor | 1.3578 | 1.4552 | 1.1466 | 1.0586 | 0.9936 | 1.222 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 93 | 41 | 52 | 93 | 41 | 52 |
Losing Trades | 100 | 55 | 45 | 100 | 55 | 45 |
Profitability (%) | 48.1865 | 42.7083 | 53.6082 | 48.1865 | 42.7083 | 53.6082 |
Ratio Avg Win / Avg Loss | 1.46 | 1.9521 | 0.9922 | 1.1383 | 1.3329 | 1.0575 |
Largest Winning Trade | 127845 | 127845 | 13483 | 123440 | 123440 | 33742 |
Largest Losing Trade | -42608 | -42608 | -14569 | -166356 | -166356 | -45120 |
Avg Bars in Trades | 124 | 227 | 21 | 124 | 227 | 21 |
Avg Bars in Winners | 141 | 292 | 22 | 141 | 292 | 22 |
Avg Bars in Losers | 107 | 179 | 20 | 107 | 179 | 20 |
Bars Traded | 23965 | 21869 | 2096 | 23965 | 21869 | 2096 |
Profit Streak | 29.0431 | 0 | 35.4181 | 29.0431 | 0 | 35.4181 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 322252 | 232247 | -220697 | -265019 | -582244 | -104599 |
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{ "first_band": { "type": "kcu", "factors": { "length": 98, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 87, "offset": 0, "std": 3.56731 } } }
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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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