Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 866678.8207 | 723302.1682 | 143376.6525 | 283774.7985 | 298758.7962 | -14983.9977 |
Total P&L (%) | 866.6788 | 723.3022 | 143.3767 | 283.7748 | 298.7588 | -14.984 |
Avg Daily Profit (%) | 0.4626 | 0.386 | 0.0765 | 0.0718 | 0.0739 | -0.0087 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301101 | -117879 | -252377 | -182965 | -36446 | -223479 |
Profit Factor | 2.0978 | 3.5607 | 1.2828 | 1.7315 | 5.0626 | 0.9523 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 59 | 26 | 33 | 59 | 26 | 33 |
Losing Trades | 46 | 26 | 20 | 46 | 26 | 20 |
Profitability (%) | 56.1905 | 50 | 62.2642 | 56.1905 | 50 | 62.2642 |
Ratio Avg Win / Avg Loss | 1.6356 | 3.5607 | 0.7774 | 1.35 | 5.0626 | 0.5772 |
Largest Winning Trade | 373914 | 373914 | 48879 | 122822 | 122822 | 63790 |
Largest Losing Trade | -88138 | -40012 | -88138 | -162351 | -34307 | -162351 |
Avg Bars in Trades | 50 | 52 | 48 | 50 | 52 | 48 |
Avg Bars in Winners | 52 | 56 | 50 | 52 | 56 | 50 |
Avg Bars in Losers | 47 | 49 | 44 | 47 | 49 | 44 |
Bars Traded | 5292 | 2742 | 2550 | 5292 | 2742 | 2550 |
Profit Streak | 23.0326 | 0 | 170.6992 | 23.0326 | 0 | 170.6992 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572371 | -163688 | -269575 | -93268 | -266554 | -757888 |
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{ "first_band": { "type": "bbl", "factors": { "length": 151, "offset": 0, "std": 2.56243 } }, "second_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 4 } } }
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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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