Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1480990.7164 | 1415141.2783 | 65849.4381 | 146108.8266 | 1512255.3349 | -1366146.5083 |
Total P&L (%) | 1480.9907 | 1415.1413 | 65.8494 | 146.1088 | 1512.2553 | -1366.1465 |
Avg Daily Profit (%) | 0.6234 | 0.5957 | 0.0277 | 0.0379 | 0.1171 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215411 | -171855 | -60802 | -9703492 | -6339818 | -3571563 |
Profit Factor | 2.6479 | 3.5717 | 1.189 | 1.0113 | 1.1902 | 0.7259 |
Total Trades | 114 | 57 | 57 | 114 | 57 | 57 |
Winning Trades | 57 | 25 | 32 | 57 | 25 | 32 |
Losing Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Profitability (%) | 50 | 43.8596 | 56.1404 | 50 | 43.8596 | 56.1404 |
Ratio Avg Win / Avg Loss | 2.6479 | 4.5718 | 0.9289 | 1.0113 | 1.5235 | 0.5671 |
Largest Winning Trade | 909454 | 909454 | 32515 | 7101448 | 7101448 | 1441017 |
Largest Losing Trade | -58568 | -58568 | -49437 | -4211954 | -4211954 | -2433865 |
Avg Bars in Trades | 81 | 129 | 33 | 81 | 129 | 33 |
Avg Bars in Winners | 103 | 184 | 39 | 103 | 184 | 39 |
Avg Bars in Losers | 60 | 86 | 26 | 60 | 86 | 26 |
Bars Traded | 9319 | 7396 | 1923 | 9319 | 7396 | 1923 |
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 | 612372 | -164275 | -349681 | -350046 | -228887 | -760037 |
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{ "first_band": { "type": "kcu", "factors": { "length": 128, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 227, "offset": 0, "std": 4.20575 } } }
# | 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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