Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1279111.1196 | 1234141.9165 | 44969.203 | 1322464.4615 | 879910.1451 | 442554.3163 |
Total P&L (%) | 1279.1111 | 1234.1419 | 44.9692 | 1322.4645 | 879.9101 | 442.5543 |
Avg Daily Profit (%) | 0.7008 | 0.6762 | 0.0246 | 0.1456 | 0.1251 | 0.0927 |
Buy And Hold Return (%) | 647.8967 | 647.8967 | 647.8967 | 647.8967 | 647.8967 | 647.8967 |
Max Trade Drawdown | -120412 | -127313 | -42620 | -4990210 | -3747385 | -1637928 |
Profit Factor | 2.4947 | 3.504 | 1.1239 | 1.0784 | 1.0866 | 1.066 |
Total Trades | 309 | 154 | 155 | 309 | 154 | 155 |
Winning Trades | 129 | 54 | 75 | 129 | 54 | 75 |
Losing Trades | 180 | 100 | 80 | 180 | 100 | 80 |
Profitability (%) | 41.7476 | 35.0649 | 48.3871 | 41.7476 | 35.0649 | 48.3871 |
Ratio Avg Win / Avg Loss | 3.481 | 6.489 | 1.1988 | 1.5047 | 2.0121 | 1.137 |
Largest Winning Trade | 680712 | 680712 | 35001 | 2514375 | 2514375 | 632429 |
Largest Losing Trade | -41824 | -41824 | -15477 | -1015867 | -1015867 | -495768 |
Avg Bars in Trades | 22 | 34 | 9 | 22 | 34 | 9 |
Avg Bars in Winners | 36 | 70 | 11 | 36 | 70 | 11 |
Avg Bars in Losers | 11 | 15 | 7 | 11 | 15 | 7 |
Bars Traded | 6800 | 5354 | 1445 | 6800 | 5354 | 1445 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 313083 | 206114 | -410050 | -139439 | -209691 | -383045 |
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{ "first_band": { "type": "bbm", "factors": { "length": 137, "offset": 0, "std": 3.99179 } }, "second_band": { "type": "kcu", "factors": { "length": 4, "offset": 0, "scalar": 5 } } }
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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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