Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 898098.9801 | 1007317.7472 | -109218.7671 | -58686.3916 | 1236244.3373 | -1294930.7289 |
Total P&L (%) | 898.099 | 1007.3177 | -109.2188 | -58.6864 | 1236.2443 | -1294.9307 |
Avg Daily Profit (%) | 0.4761 | 0.534 | -0.0579 | -0.0468 | 0.1375 | 0 |
Buy And Hold Return (%) | 261.5054 | 261.5054 | 261.5054 | 261.5054 | 261.5054 | 261.5054 |
Max Trade Drawdown | -246920 | -179398 | -118713 | -2282322 | -1257414 | -1540753 |
Profit Factor | 2.0583 | 2.8245 | 0.6316 | 0.9858 | 1.5833 | 0.3612 |
Total Trades | 149 | 74 | 75 | 149 | 74 | 75 |
Winning Trades | 74 | 31 | 43 | 74 | 31 | 43 |
Losing Trades | 75 | 43 | 32 | 75 | 43 | 32 |
Profitability (%) | 49.6644 | 41.8919 | 57.3333 | 49.6644 | 41.8919 | 57.3333 |
Ratio Avg Win / Avg Loss | 2.0862 | 3.9178 | 0.47 | 0.9992 | 2.1962 | 0.2688 |
Largest Winning Trade | 1001272 | 1001272 | 21103 | 1288632 | 1288632 | 184746 |
Largest Losing Trade | -41334 | -37468 | -41334 | -935146 | -410707 | -935146 |
Avg Bars in Trades | 148 | 272 | 27 | 148 | 272 | 27 |
Avg Bars in Winners | 106 | 224 | 20 | 106 | 224 | 20 |
Avg Bars in Losers | 191 | 306 | 35 | 191 | 306 | 35 |
Bars Traded | 22191 | 20160 | 2030 | 22191 | 20160 | 2030 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 426559 | -53681 | -636229 | -580514 | -75289 | -636229 |
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{ "first_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 196, "offset": 0, "std": 1.00488 } } }
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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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