Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441320.4596 | 360763.4602 | 80556.9994 | 100035.3486 | -166303.947 | 266339.2956 |
Total P&L (%) | 441.3205 | 360.7635 | 80.557 | 100.0353 | -166.3039 | 266.3393 |
Avg Daily Profit (%) | 0.2481 | 0.2028 | 0.0453 | 0.039 | 0 | 0.073 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -174333 | -154556 | -48383 | -987788 | -1091299 | -107444 |
Profit Factor | 1.6385 | 1.7824 | 1.3501 | 1.0369 | 0.9223 | 1.4662 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 85 | 44 | 41 | 85 | 44 | 41 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 62.963 | 65.6716 | 60.2941 | 62.963 | 65.6716 | 60.2941 |
Ratio Avg Win / Avg Loss | 0.9638 | 0.9317 | 0.8891 | 0.6099 | 0.4821 | 0.9656 |
Largest Winning Trade | 96587 | 96587 | 24763 | 275194 | 275194 | 138702 |
Largest Losing Trade | -73802 | -73802 | -31485 | -518011 | -518011 | -63124 |
Avg Bars in Trades | 75 | 129 | 22 | 75 | 129 | 22 |
Avg Bars in Winners | 43 | 63 | 21 | 43 | 63 | 21 |
Avg Bars in Losers | 130 | 255 | 24 | 130 | 255 | 24 |
Bars Traded | 10207 | 8659 | 1548 | 10207 | 8659 | 1548 |
Profit Streak | 78.9392 | 78.9392 | 161.7725 | 78.9392 | 78.9392 | 161.7725 |
Trades During Streak | 7 | 3 | 7 | 7 | 3 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 430274 | -105032 | -239805 | -318869 | -694057 | -202123 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 169, "offset": 0, "std": 1.93683 } } }
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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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