Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 305301.7188 | 293864.199 | 11437.5198 | -43740.1448 | 7351.2722 | -51091.417 |
Total P&L (%) | 305.3017 | 293.8642 | 11.4375 | -43.7401 | 7.3513 | -51.0914 |
Avg Daily Profit (%) | 0.1723 | 0.1659 | 0.0065 | -0.0325 | 0.004 | -0.0404 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137329 | -132016 | -78136 | -454765 | -377463 | -201060 |
Profit Factor | 1.3597 | 1.5429 | 1.0372 | 0.9625 | 1.01 | 0.8825 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 102 | 55 | 47 | 102 | 55 | 47 |
Profitability (%) | 45.4545 | 40.8602 | 50 | 45.4545 | 40.8602 | 50 |
Ratio Avg Win / Avg Loss | 1.6317 | 2.2331 | 1.0372 | 1.155 | 1.4619 | 0.8825 |
Largest Winning Trade | 230475 | 230475 | 71556 | 123701 | 121188 | 123701 |
Largest Losing Trade | -68567 | -37359 | -68567 | -189838 | -187127 | -189838 |
Avg Bars in Trades | 27 | 39 | 15 | 27 | 39 | 15 |
Avg Bars in Winners | 35 | 50 | 22 | 35 | 50 | 22 |
Avg Bars in Losers | 20 | 31 | 8 | 20 | 31 | 8 |
Bars Traded | 5089 | 3650 | 1439 | 5089 | 3650 | 1439 |
Profit Streak | 55.0726 | 55.0726 | 62.0726 | 55.0726 | 55.0726 | 62.0726 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 354149 | 241577 | -483904 | -578218 | -566020 | -579828 |
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{ "first_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 9, "offset": 0, "std": 4.13774 } } }
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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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