Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 886438.8171 | 729421.2272 | 157017.5899 | 2039557.0371 | 680784.473 | 1358772.5641 |
Total P&L (%) | 886.4388 | 729.4212 | 157.0176 | 2039.557 | 680.7845 | 1358.7726 |
Avg Daily Profit (%) | 0.4592 | 0.3778 | 0.0813 | 0.1588 | 0.1065 | 0.1389 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -189581 | -114896 | -150114 | -1374954 | -440993 | -1038694 |
Profit Factor | 2.0588 | 2.991 | 1.3335 | 1.4062 | 1.3156 | 1.4744 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Profitability (%) | 50.3704 | 49.2537 | 51.4706 | 50.3704 | 49.2537 | 51.4706 |
Ratio Avg Win / Avg Loss | 2.0285 | 3.0816 | 1.2573 | 1.3855 | 1.3555 | 1.3901 |
Largest Winning Trade | 436880 | 436880 | 62856 | 602616 | 602616 | 404772 |
Largest Losing Trade | -63012 | -36669 | -63012 | -644957 | -237863 | -644957 |
Avg Bars in Trades | 55 | 37 | 73 | 55 | 37 | 73 |
Avg Bars in Winners | 69 | 54 | 82 | 69 | 54 | 82 |
Avg Bars in Losers | 42 | 21 | 63 | 42 | 21 | 63 |
Bars Traded | 7524 | 2539 | 4985 | 7524 | 2539 | 4985 |
Profit Streak | 16.4635 | 0 | 25.2135 | 16.4635 | 0 | 25.2135 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 545280 | -101700 | -192518 | 338344 | -167164 | -114446 |
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{ "first_band": { "type": "kcu", "factors": { "length": 104, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.33088 } } }
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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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