Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 811701.1184 | 739350.4305 | 72350.688 | 2400918.6811 | 2248762.2628 | 152156.4184 |
Total P&L (%) | 811.7011 | 739.3504 | 72.3507 | 2400.9187 | 2248.7623 | 152.1564 |
Avg Daily Profit (%) | 0.4396 | 0.4004 | 0.0392 | 0.1745 | 0.1711 | 0.0501 |
Buy And Hold Return (%) | 202.396 | 202.396 | 202.396 | 202.396 | 202.396 | 202.396 |
Max Trade Drawdown | -86415 | -48754 | -64006 | -1305992 | -1011030 | -1183879 |
Profit Factor | 2.6905 | 4.9899 | 1.2454 | 1.3332 | 1.7489 | 1.0362 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 27 | 14 | 13 | 27 | 14 | 13 |
Losing Trades | 56 | 28 | 28 | 56 | 28 | 28 |
Profitability (%) | 32.5301 | 33.3333 | 31.7073 | 32.5301 | 33.3333 | 31.7073 |
Ratio Avg Win / Avg Loss | 5.5803 | 9.9799 | 2.6824 | 2.7651 | 3.4979 | 2.2318 |
Largest Winning Trade | 391440 | 391440 | 73716 | 2020495 | 2020495 | 1344353 |
Largest Losing Trade | -23380 | -16425 | -23380 | -348484 | -311888 | -348484 |
Avg Bars in Trades | 82 | 63 | 102 | 82 | 63 | 102 |
Avg Bars in Winners | 209 | 154 | 267 | 209 | 154 | 267 |
Avg Bars in Losers | 21 | 17 | 25 | 21 | 17 | 25 |
Bars Traded | 6872 | 2669 | 4203 | 6872 | 2669 | 4203 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 177622 | 308497 | -312556 | 41257 | 168054 | -478460 |
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{ "first_band": { "type": "kcu", "factors": { "length": 223, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 6, "offset": 0, "std": 3.12643 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 223, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 6, "offset": 0, "std": 3.12643 } } }
# | 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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