Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 455723.1731 | 323157.2601 | 132565.9131 | 203597.5068 | 74720.7834 | 128876.7234 |
Total P&L (%) | 455.7232 | 323.1573 | 132.5659 | 203.5975 | 74.7208 | 128.8767 |
Avg Daily Profit (%) | 0.2598 | 0.1843 | 0.0756 | 0.0633 | 0.0318 | 0.0472 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109191 | -91701 | -83668 | -339596 | -288567 | -297344 |
Profit Factor | 1.5175 | 1.8434 | 1.2664 | 1.0794 | 1.0683 | 1.0876 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 71 | 32 | 39 | 71 | 32 | 39 |
Losing Trades | 98 | 53 | 45 | 98 | 53 | 45 |
Profitability (%) | 42.0118 | 37.6471 | 46.4286 | 42.0118 | 37.6471 | 46.4286 |
Ratio Avg Win / Avg Loss | 2.0945 | 3.0532 | 1.4613 | 1.4898 | 1.7693 | 1.255 |
Largest Winning Trade | 163549 | 163549 | 52461 | 214871 | 214871 | 136563 |
Largest Losing Trade | -35004 | -35004 | -28002 | -125479 | -121157 | -125479 |
Avg Bars in Trades | 60 | 46 | 75 | 60 | 46 | 75 |
Avg Bars in Winners | 83 | 74 | 91 | 83 | 74 | 91 |
Avg Bars in Losers | 44 | 29 | 61 | 44 | 29 | 61 |
Bars Traded | 10277 | 3956 | 6321 | 10277 | 3956 | 6321 |
Profit Streak | 0 | 0 | 26.8658 | 0 | 0 | 26.8658 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303670 | 210743 | -93321 | -243783 | -299820 | -255137 |
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{ "first_band": { "type": "kcu", "factors": { "length": 173, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 187, "offset": 0, "std": 3.93664 } } }
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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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