Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 856691.1672 | 783216.1517 | 73475.0156 | 154717.8555 | -64914.4697 | 219632.3252 |
Total P&L (%) | 856.6912 | 783.2162 | 73.475 | 154.7179 | -64.9145 | 219.6323 |
Avg Daily Profit (%) | 0.3689 | 0.3372 | 0.0316 | 0.0403 | -0.0451 | 0.05 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -140175 | -115260 | -237535 | -880489 | -805714 | -316592 |
Profit Factor | 1.4623 | 1.8389 | 1.0799 | 1.0427 | 0.9675 | 1.1356 |
Total Trades | 394 | 197 | 197 | 394 | 197 | 197 |
Winning Trades | 137 | 60 | 77 | 137 | 60 | 77 |
Losing Trades | 257 | 137 | 120 | 257 | 137 | 120 |
Profitability (%) | 34.7716 | 30.4569 | 39.0863 | 34.7716 | 30.4569 | 39.0863 |
Ratio Avg Win / Avg Loss | 2.7432 | 4.1988 | 1.683 | 1.9561 | 2.2092 | 1.7697 |
Largest Winning Trade | 472534 | 472534 | 56397 | 539646 | 539646 | 127776 |
Largest Losing Trade | -22568 | -20837 | -22568 | -149312 | -149312 | -135597 |
Avg Bars in Trades | 11 | 11 | 12 | 11 | 11 | 12 |
Avg Bars in Winners | 21 | 22 | 21 | 21 | 22 | 21 |
Avg Bars in Losers | 6 | 6 | 6 | 6 | 6 | 6 |
Bars Traded | 4623 | 2174 | 2449 | 4623 | 2174 | 2449 |
Profit Streak | 20.0712 | 20.0712 | 20.5712 | 20.0712 | 20.0712 | 20.5712 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329302 | 230716 | -285068 | -314040 | -584291 | -199294 |
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{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 1.55991 } }, "second_band": { "type": "kcb", "factors": { "length": 4, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 13, "offset": 0, "std": 1.55991 } }, "second_band": { "type": "kcb", "factors": { "length": 4, "offset": 0, "scalar": 5 } } }
# | 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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