Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 364101.7467 | 364347.1255 | -245.3788 | -58151.7383 | 29189.39 | -87341.1283 |
Total P&L (%) | 364.1017 | 364.3471 | -0.2454 | -58.1517 | 29.1894 | -87.3411 |
Avg Daily Profit (%) | 0.1509 | 0.151 | -0.0001 | -0.0361 | 0.0106 | -0.0856 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -121648 | -62743 | -223395 | -112941 | -23239 | -163661 |
Profit Factor | 1.5081 | 2.3378 | 0.9994 | 0.8692 | 1.1886 | 0.6986 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Profitability (%) | 54.4118 | 55.8824 | 52.9412 | 54.4118 | 55.8824 | 52.9412 |
Ratio Avg Win / Avg Loss | 1.2635 | 1.8456 | 0.8884 | 0.7283 | 0.9384 | 0.621 |
Largest Winning Trade | 190744 | 190744 | 47704 | 54852 | 54852 | 31102 |
Largest Losing Trade | -65998 | -47736 | -65998 | -85611 | -41686 | -85611 |
Avg Bars in Trades | 67 | 61 | 72 | 67 | 61 | 72 |
Avg Bars in Winners | 70 | 61 | 79 | 70 | 61 | 79 |
Avg Bars in Losers | 63 | 61 | 65 | 63 | 61 | 65 |
Bars Traded | 4570 | 2089 | 2481 | 4570 | 2089 | 2481 |
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 | -104371 | 446375 | -580413 | -693705 | -195854 | -580413 |
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{ "first_band": { "type": "kcu", "factors": { "length": 117, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 57, "offset": 0, "std": 3.25597 } } }
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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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