Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 562436.3982 | 551121.9658 | 11314.4324 | 334772.3538 | 412349.9678 | -77577.6141 |
Total P&L (%) | 562.4364 | 551.122 | 11.3144 | 334.7724 | 412.35 | -77.5776 |
Avg Daily Profit (%) | 0.6426 | 0.6297 | 0.0129 | 0.1681 | 0.1868 | -0.1707 |
Buy And Hold Return (%) | 223.8456 | 223.8456 | 223.8456 | 223.8456 | 223.8456 | 223.8456 |
Max Trade Drawdown | -101858 | -73077 | -38160 | -456537 | -322521 | -149523 |
Profit Factor | 2.4985 | 3.1517 | 1.0949 | 1.3844 | 1.7089 | 0.7319 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 40.2299 | 30.2326 | 50 | 40.2299 | 30.2326 | 50 |
Ratio Avg Win / Avg Loss | 3.7121 | 7.2732 | 1.0949 | 2.0568 | 3.9436 | 0.7319 |
Largest Winning Trade | 345637 | 345637 | 24760 | 529596 | 529596 | 42526 |
Largest Losing Trade | -24490 | -24490 | -13825 | -140763 | -140763 | -59246 |
Avg Bars in Trades | 38 | 67 | 9 | 38 | 67 | 9 |
Avg Bars in Winners | 64 | 155 | 9 | 64 | 155 | 9 |
Avg Bars in Losers | 20 | 29 | 8 | 20 | 29 | 8 |
Bars Traded | 3325 | 2914 | 411 | 3325 | 2914 | 411 |
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 | 340971 | 226372 | -457129 | -6115 | -4830 | -580441 |
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{ "first_band": { "type": "kcb", "factors": { "length": 77, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 12, "offset": 0, "std": 4.10684 } } }
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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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