Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211478.2509 | 98790.0266 | 112688.2243 | 304679.7988 | 138284.0015 | 166395.7973 |
Total P&L (%) | 211.4783 | 98.79 | 112.6882 | 304.6798 | 138.284 | 166.3958 |
Avg Daily Profit (%) | 0.229 | 0.107 | 0.122 | 0.1515 | 0.0941 | 0.1062 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37212 | -53285 | -37324 | -195988 | -146634 | -222216 |
Profit Factor | 1.6626 | 1.5996 | 1.7298 | 1.29 | 1.2629 | 1.317 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Losing Trades | 47 | 26 | 21 | 47 | 26 | 21 |
Profitability (%) | 44.7059 | 39.5349 | 50 | 44.7059 | 39.5349 | 50 |
Ratio Avg Win / Avg Loss | 2.0564 | 2.4464 | 1.7298 | 1.5955 | 1.9315 | 1.317 |
Largest Winning Trade | 62647 | 62647 | 30686 | 155156 | 155156 | 100761 |
Largest Losing Trade | -20297 | -12817 | -20297 | -121922 | -59672 | -121922 |
Avg Bars in Trades | 31 | 29 | 33 | 31 | 29 | 33 |
Avg Bars in Winners | 48 | 46 | 49 | 48 | 46 | 49 |
Avg Bars in Losers | 17 | 18 | 17 | 17 | 18 | 17 |
Bars Traded | 2664 | 1263 | 1400 | 2664 | 1263 | 1400 |
Profit Streak | 0 | 0 | 39.7676 | 0 | 0 | 39.7676 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330720 | -50864 | -26209 | 234307 | -70133 | -50462 |
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{ "first_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 1.19707 } }, "second_band": { "type": "kcb", "factors": { "length": 25, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 187, "offset": 0, "std": 1.19707 } }, "second_band": { "type": "kcb", "factors": { "length": 25, "offset": 0, "scalar": 3 } } }
# | 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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