Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -222487.9953 | 201278.5056 | -423766.5009 | -105244.3521 | 1829790.0205 | -1935034.3727 |
Total P&L (%) | -222.488 | 201.2785 | -423.7665 | -105.2444 | 1829.79 | -1935.0344 |
Avg Daily Profit (%) | -0.1181 | 0.1069 | -0.225 | 0 | 0.1573 | 0 |
Buy And Hold Return (%) | 304.9892 | 304.9892 | 304.9892 | 304.9892 | 304.9892 | 304.9892 |
Max Trade Drawdown | -587212 | -144487 | -460559 | -3382231 | -454657 | -4061620 |
Profit Factor | 0.7808 | 1.7393 | 0.4296 | 0.9781 | 4.1592 | 0.5429 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 34 | 13 | 21 | 36 | 24 | 12 |
Losing Trades | 33 | 20 | 13 | 31 | 9 | 22 |
Profitability (%) | 50.7463 | 39.3939 | 61.7647 | 53.7313 | 72.7273 | 35.2941 |
Ratio Avg Win / Avg Loss | 0.7579 | 2.6758 | 0.2659 | 0.8423 | 1.5597 | 0.9954 |
Largest Winning Trade | 181413 | 181413 | 44137 | 2078031 | 667246 | 2078031 |
Largest Losing Trade | -389288 | -30006 | -389288 | -1697478 | -454657 | -1697478 |
Avg Bars in Trades | 54 | 45 | 63 | 54 | 45 | 63 |
Avg Bars in Winners | 48 | 25 | 62 | 52 | 45 | 66 |
Avg Bars in Losers | 60 | 58 | 63 | 56 | 44 | 61 |
Bars Traded | 3646 | 1496 | 2150 | 3646 | 1496 | 2150 |
Profit Streak | 32.8665 | 42.3665 | 32.8665 | 0 | 0 | 0 |
Trades During Streak | 2 | 1 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -700685 | -216399 | -578729 | -701294 | 615792 | -586514 |
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{ "first_band": { "type": "kcb", "factors": { "length": 63, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 2.88118 } } }
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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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