Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 205605.0797 | -24208.9507 | 229814.0304 | 452270.6656 | -99114.8718 | 551385.5374 |
Total P&L (%) | 205.6051 | -24.209 | 229.814 | 452.2707 | -99.1149 | 551.3855 |
Avg Daily Profit (%) | 0.1977 | -0.0233 | 0.2209 | 0.1644 | -0.4534 | 0.1803 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31837 | -51405 | -24984 | -97923 | -181234 | -50452 |
Profit Factor | 2.304 | 0.8012 | 7.3979 | 2.0179 | 0.7264 | 7.7173 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 15 | 12 | 3 | 15 | 12 | 3 |
Profitability (%) | 80.5195 | 69.2308 | 92.1053 | 80.5195 | 69.2308 | 92.1053 |
Ratio Avg Win / Avg Loss | 0.5574 | 0.3561 | 0.6341 | 0.4882 | 0.3228 | 0.6615 |
Largest Winning Trade | 17630 | 9666 | 17630 | 56885 | 26883 | 56885 |
Largest Losing Trade | -31837 | -31837 | -24984 | -97923 | -97923 | -50452 |
Avg Bars in Trades | 65 | 28 | 103 | 65 | 28 | 103 |
Avg Bars in Winners | 37 | 8 | 59 | 37 | 8 | 59 |
Avg Bars in Losers | 183 | 73 | 625 | 183 | 73 | 625 |
Bars Traded | 5062 | 1112 | 3950 | 5062 | 1112 | 3950 |
Profit Streak | 99.6001 | 99.6001 | 127.9335 | 99.6001 | 99.6001 | 127.9335 |
Trades During Streak | 2 | 1 | 5 | 2 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31891 | -577426 | 721720 | -32728 | -577426 | 724222 |
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{ "first_band": { "type": "bbm", "factors": { "length": 6, "offset": 0, "std": 3.77298 } }, "second_band": { "type": "kcl", "factors": { "length": 224, "offset": 0, "scalar": 5 } } }
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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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