Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 169972.2675 | 70673.9865 | 99298.2811 | 107392.5048 | 75085.6264 | 32306.8784 |
Total P&L (%) | 169.9723 | 70.674 | 99.2983 | 107.3925 | 75.0856 | 32.3069 |
Avg Daily Profit (%) | 0.1822 | 0.0758 | 0.1065 | 0.0782 | 0.0601 | 0.03 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -95365 | -37661 | -95413 | -143640 | -71095 | -130149 |
Profit Factor | 1.3096 | 1.3076 | 1.311 | 1.1501 | 1.258 | 1.0761 |
Total Trades | 131 | 66 | 65 | 131 | 66 | 65 |
Winning Trades | 67 | 35 | 32 | 67 | 35 | 32 |
Losing Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Profitability (%) | 51.145 | 53.0303 | 49.2308 | 51.145 | 53.0303 | 49.2308 |
Ratio Avg Win / Avg Loss | 1.251 | 1.1582 | 1.352 | 1.0986 | 1.1143 | 1.1097 |
Largest Winning Trade | 35474 | 35474 | 30572 | 56754 | 56754 | 41010 |
Largest Losing Trade | -27372 | -27372 | -26115 | -71095 | -71095 | -56179 |
Avg Bars in Trades | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Winners | 20 | 16 | 24 | 20 | 16 | 24 |
Avg Bars in Losers | 20 | 17 | 24 | 20 | 17 | 24 |
Bars Traded | 2695 | 1115 | 1580 | 2695 | 1115 | 1580 |
Profit Streak | 0 | 0 | 48.9788 | 0 | 0 | 48.9788 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301866 | -215151 | -181410 | -143121 | -236392 | -423196 |
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{ "first_band": { "type": "kcu", "factors": { "length": 43, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 158, "offset": 0, "std": 4.57514 } } }
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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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