Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 39369.959 | 25599.529 | 13770.43 | 42895.224 | 27219.9626 | 15675.2614 |
Total P&L (%) | 39.37 | 25.5995 | 13.7704 | 42.8952 | 27.22 | 15.6753 |
Avg Daily Profit (%) | 0.756 | 0.4915 | 0.2644 | 0.6877 | 0.4633 | 0.28 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -16902 | -16861 | -5572 | -18141 | -18104 | -5495 |
Profit Factor | 1.6855 | 1.5943 | 1.959 | 1.6955 | 1.5893 | 2.0126 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 60 | 32 | 28 | 60 | 32 | 28 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 69.7674 | 74.4186 | 65.1163 | 69.7674 | 74.4186 | 65.1163 |
Ratio Avg Win / Avg Loss | 0.7304 | 0.548 | 1.0495 | 0.7347 | 0.5463 | 1.0782 |
Largest Winning Trade | 5422 | 5422 | 5009 | 7095 | 7095 | 5385 |
Largest Losing Trade | -16861 | -16861 | -4214 | -18104 | -18104 | -5110 |
Avg Bars in Trades | 268 | 474 | 61 | 268 | 474 | 61 |
Avg Bars in Winners | 183 | 300 | 49 | 183 | 300 | 49 |
Avg Bars in Losers | 463 | 979 | 84 | 463 | 979 | 84 |
Bars Traded | 23059 | 20404 | 2655 | 23059 | 20404 | 2655 |
Profit Streak | 3.5198 | 4.899 | 3.5198 | 3.5198 | 4.899 | 3.5198 |
Trades During Streak | 9 | 8 | 4 | 9 | 8 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 425598 | 346092 | -37223 | 416581 | 341487 | 51808 |
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{ "first_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 3.62683 } }, "second_band": { "type": "kcu", "factors": { "length": 204, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 199, "offset": 0, "std": 3.62683 } }, "second_band": { "type": "kcu", "factors": { "length": 204, "offset": 0, "scalar": 4 } } }
# | 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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