Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 467799.3177 | 543578.6964 | -75779.3788 | -95677.6745 | 119977.0764 | -215654.7509 |
Total P&L (%) | 467.7993 | 543.5787 | -75.7794 | -95.6777 | 119.9771 | -215.6548 |
Avg Daily Profit (%) | 0.2075 | 0.2411 | -0.0336 | -0.1392 | 0.035 | 0 |
Buy And Hold Return (%) | 146.6549 | 146.6549 | 146.6549 | 146.6549 | 146.6549 | 146.6549 |
Max Trade Drawdown | -220332 | -130871 | -275019 | -253473 | -48132 | -361410 |
Profit Factor | 1.3663 | 1.9492 | 0.8924 | 0.8825 | 1.4093 | 0.5861 |
Total Trades | 245 | 122 | 123 | 245 | 122 | 123 |
Winning Trades | 131 | 63 | 68 | 131 | 63 | 68 |
Losing Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Profitability (%) | 53.4694 | 51.6393 | 55.2846 | 53.4694 | 51.6393 | 55.2846 |
Ratio Avg Win / Avg Loss | 1.189 | 1.8255 | 0.7218 | 0.768 | 1.3199 | 0.4741 |
Largest Winning Trade | 320398 | 320398 | 42138 | 77644 | 77644 | 67647 |
Largest Losing Trade | -96936 | -39962 | -96936 | -120109 | -40790 | -120109 |
Avg Bars in Trades | 54 | 72 | 37 | 54 | 72 | 37 |
Avg Bars in Winners | 53 | 70 | 38 | 53 | 70 | 38 |
Avg Bars in Losers | 55 | 74 | 35 | 55 | 74 | 35 |
Bars Traded | 13409 | 8846 | 4563 | 13409 | 8846 | 4563 |
Profit Streak | 7.2482 | 0 | 7.4148 | 7.2482 | 0 | 7.4148 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 275198 | 345249 | -579640 | -578364 | -311224 | -579640 |
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{ "first_band": { "type": "kcu", "factors": { "length": 86, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 207, "offset": 0, "std": 2.53303 } } }
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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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