Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1610428.5226 | -75624.4936 | -1534804.029 | -87799.5744 | 3624944.9192 | -3712744.4937 |
Total P&L (%) | -1610.4285 | -75.6245 | -1534.804 | -87.7996 | 3624.9449 | -3712.7445 |
Avg Daily Profit (%) | -0.8891 | -0.0418 | -0.8474 | -0.1161 | 0.1999 | 0 |
Buy And Hold Return (%) | 479.5053 | 479.5053 | 479.5053 | 479.5053 | 479.5053 | 479.5053 |
Max Trade Drawdown | -1710211 | -119641 | -1609114 | -9423571 | -482920 | -10555903 |
Profit Factor | 0.3584 | 0.7372 | 0.3093 | 0.9959 | 2.2589 | 0.8013 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 109 | 51 | 58 | 97 | 54 | 43 |
Losing Trades | 84 | 46 | 38 | 96 | 43 | 53 |
Profitability (%) | 56.4767 | 52.5773 | 60.4167 | 50.2591 | 55.6701 | 44.7917 |
Ratio Avg Win / Avg Loss | 0.2762 | 0.665 | 0.2026 | 0.9857 | 1.7987 | 0.9876 |
Largest Winning Trade | 34342 | 21115 | 34342 | 7103211 | 1317859 | 7103211 |
Largest Losing Trade | -1119791 | -35084 | -1119791 | -7612301 | -482920 | -7612301 |
Avg Bars in Trades | 108 | 31 | 185 | 108 | 31 | 185 |
Avg Bars in Winners | 78 | 20 | 129 | 92 | 32 | 167 |
Avg Bars in Losers | 146 | 43 | 271 | 123 | 29 | 200 |
Bars Traded | 20864 | 3041 | 17823 | 20864 | 3041 | 17823 |
Profit Streak | 43.6867 | 82.1867 | 43.6867 | 43.6867 | 82.1867 | 43.6867 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577506 | -579373 | -579172 | -578312 | 509142 | -582548 |
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{ "first_band": { "type": "kcu", "factors": { "length": 68, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 83, "offset": 0, "std": 1.64177 } } }
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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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