Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 232003.1516 | 91716.6055 | 140286.5461 | -39733.8004 | -18574.9821 | -21158.8184 |
Total P&L (%) | 232.0032 | 91.7166 | 140.2865 | -39.7338 | -18.575 | -21.1588 |
Avg Daily Profit (%) | 0.1567 | 0.0619 | 0.0947 | -0.0342 | -0.0139 | -0.0161 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136506 | -86130 | -113026 | -125022 | -78330 | -125673 |
Profit Factor | 1.2395 | 1.2488 | 1.2338 | 0.9469 | 0.933 | 0.9551 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 105 | 46 | 59 | 105 | 46 | 59 |
Losing Trades | 94 | 53 | 41 | 94 | 53 | 41 |
Profitability (%) | 52.7638 | 46.4646 | 59 | 52.7638 | 46.4646 | 59 |
Ratio Avg Win / Avg Loss | 1.1097 | 1.4388 | 0.8574 | 0.8477 | 1.075 | 0.6637 |
Largest Winning Trade | 126577 | 126577 | 38011 | 80765 | 80765 | 37531 |
Largest Losing Trade | -73222 | -29788 | -73222 | -73222 | -22504 | -73222 |
Avg Bars in Trades | 43 | 40 | 46 | 43 | 40 | 46 |
Avg Bars in Winners | 45 | 43 | 47 | 45 | 43 | 47 |
Avg Bars in Losers | 41 | 37 | 46 | 41 | 37 | 46 |
Bars Traded | 8683 | 3993 | 4690 | 8683 | 3993 | 4690 |
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 | 301145 | -112119 | -67600 | -579377 | -580776 | -579898 |
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{ "first_band": { "type": "kcu", "factors": { "length": 85, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 171, "offset": 0, "std": 3.55893 } } }
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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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