Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1816885.8503 | 1818567.4502 | -1681.5999 | 578169.9862 | 1334031.0969 | -755861.1107 |
Total P&L (%) | 1816.8859 | 1818.5675 | -1.6816 | 578.17 | 1334.0311 | -755.8611 |
Avg Daily Profit (%) | 0.9946 | 0.9956 | -0.0009 | 0.1048 | 0.1459 | 0 |
Buy And Hold Return (%) | 708.368 | 708.368 | 708.368 | 708.368 | 708.368 | 708.368 |
Max Trade Drawdown | -170995 | -130620 | -69835 | -3316595 | -2645412 | -1456764 |
Profit Factor | 2.916 | 3.8515 | 0.9946 | 1.039 | 1.1346 | 0.8464 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 61 | 28 | 33 | 61 | 28 | 33 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 32.6203 | 30.1075 | 35.1064 | 32.6203 | 30.1075 | 35.1064 |
Ratio Avg Win / Avg Loss | 6.0233 | 8.941 | 1.8385 | 2.1461 | 2.634 | 1.5645 |
Largest Winning Trade | 1221469 | 1221469 | 44201 | 2565659 | 2565659 | 625734 |
Largest Losing Trade | -31062 | -31062 | -22647 | -827974 | -827974 | -307028 |
Avg Bars in Trades | 57 | 81 | 33 | 57 | 81 | 33 |
Avg Bars in Winners | 104 | 165 | 53 | 104 | 165 | 53 |
Avg Bars in Losers | 34 | 45 | 22 | 34 | 45 | 22 |
Bars Traded | 10699 | 7574 | 3124 | 10699 | 7574 | 3124 |
Profit Streak | 0 | 101.3649 | 0 | 0 | 101.3649 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 346517 | 349526 | -584095 | -400675 | -83928 | -584095 |
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{ "first_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 2.81673 } }, "second_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 191, "offset": 0, "std": 2.81673 } }, "second_band": { "type": "kcu", "factors": { "length": 28, "offset": 0, "scalar": 1 } } }
# | 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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