Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394136.5823 | 342095.8791 | 52040.7032 | 450424.1155 | 442931.3542 | 7492.7613 |
Total P&L (%) | 394.1366 | 342.0959 | 52.0407 | 450.4241 | 442.9314 | 7.4928 |
Avg Daily Profit (%) | 0.3784 | 0.3284 | 0.05 | 0.1639 | 0.1625 | 0.0069 |
Buy And Hold Return (%) | 80.2622 | 80.2622 | 80.2622 | 80.2622 | 80.2622 | 80.2622 |
Max Trade Drawdown | -63576 | -54209 | -47163 | -698124 | -415171 | -370833 |
Profit Factor | 2.2712 | 3.3167 | 1.3205 | 1.2074 | 1.423 | 1.0067 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 48.75 | 52.5 | 45 | 48.75 | 52.5 | 45 |
Ratio Avg Win / Avg Loss | 2.3877 | 3.0008 | 1.6139 | 1.2694 | 1.2875 | 1.2304 |
Largest Winning Trade | 286786 | 286786 | 43983 | 549414 | 549414 | 300779 |
Largest Losing Trade | -25274 | -20212 | -25274 | -197058 | -197058 | -193768 |
Avg Bars in Trades | 302 | 280 | 323 | 302 | 280 | 323 |
Avg Bars in Winners | 417 | 357 | 487 | 417 | 357 | 487 |
Avg Bars in Losers | 192 | 195 | 189 | 192 | 195 | 189 |
Bars Traded | 24163 | 11227 | 12936 | 24163 | 11227 | 12936 |
Profit Streak | 0 | 16.6863 | 0 | 0 | 16.6863 | 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 | -12207 | 521686 | -292568 | -18358 | 308497 | -564447 |
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{ "first_band": { "type": "kcb", "factors": { "length": 248, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 138, "offset": 0, "std": 4.27265 } } }
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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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