Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2528615.9796 | 2370843.8441 | 157772.1355 | 8500636.4154 | 2564994.5002 | 5935641.9152 |
Total P&L (%) | 2528.616 | 2370.8438 | 157.7721 | 8500.6364 | 2564.9945 | 5935.6419 |
Avg Daily Profit (%) | 1.0899 | 1.0219 | 0.068 | 0.1922 | 0.1416 | 0.1769 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109901 | -134035 | -71773 | -7666344 | -6749357 | -3052857 |
Profit Factor | 4.982 | 7.3092 | 1.6086 | 1.2943 | 1.1346 | 1.6035 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 50 | 27 | 23 | 50 | 27 | 23 |
Profitability (%) | 42.5287 | 38.6364 | 46.5116 | 42.5287 | 38.6364 | 46.5116 |
Ratio Avg Win / Avg Loss | 6.7324 | 11.6087 | 1.8499 | 1.749 | 1.8021 | 1.8441 |
Largest Winning Trade | 1964877 | 1964877 | 80594 | 5760760 | 5494644 | 5760760 |
Largest Losing Trade | -32627 | -32627 | -32429 | -2693721 | -2693721 | -2240187 |
Avg Bars in Trades | 99 | 86 | 112 | 99 | 86 | 112 |
Avg Bars in Winners | 151 | 143 | 158 | 151 | 143 | 158 |
Avg Bars in Losers | 61 | 51 | 72 | 61 | 51 | 72 |
Bars Traded | 8673 | 3819 | 4854 | 8673 | 3819 | 4854 |
Profit Streak | 0 | 0 | 50.297 | 0 | 0 | 50.297 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 666943 | 630940 | -99829 | 232481 | -79266 | 364833 |
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{ "first_band": { "type": "kcb", "factors": { "length": 90, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 1.03607 } } }
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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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