Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 130680.9639 | 189525.4994 | -58844.5355 | -157905.876 | -76911.4476 | -80994.4284 |
Total P&L (%) | 130.681 | 189.5255 | -58.8445 | -157.9059 | -76.9114 | -80.9944 |
Avg Daily Profit (%) | 0.1046 | 0.1516 | -0.0471 | 0 | -0.1172 | -0.1328 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175657 | -76920 | -182233 | -252272 | -103548 | -149933 |
Profit Factor | 1.1508 | 1.5395 | 0.8858 | 0.7572 | 0.7414 | 0.7705 |
Total Trades | 167 | 83 | 84 | 167 | 83 | 84 |
Winning Trades | 116 | 53 | 63 | 52 | 30 | 22 |
Losing Trades | 51 | 30 | 21 | 115 | 53 | 62 |
Profitability (%) | 69.4611 | 63.8554 | 75 | 31.1377 | 36.1446 | 26.1905 |
Ratio Avg Win / Avg Loss | 0.506 | 0.8714 | 0.2953 | 1.6746 | 1.3098 | 2.1714 |
Largest Winning Trade | 43888 | 43888 | 27552 | 86906 | 66234 | 86906 |
Largest Losing Trade | -150884 | -45008 | -150884 | -103270 | -46142 | -103270 |
Avg Bars in Trades | 87 | 91 | 83 | 87 | 91 | 83 |
Avg Bars in Winners | 55 | 54 | 56 | 152 | 153 | 150 |
Avg Bars in Losers | 159 | 156 | 165 | 58 | 56 | 59 |
Bars Traded | 14608 | 7589 | 7019 | 14608 | 7589 | 7019 |
Profit Streak | 0 | 0 | 0 | 18.0486 | 21.7153 | 18.0486 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106325 | 317887 | -577588 | -583394 | -584281 | -602332 |
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{ "first_band": { "type": "kcb", "factors": { "length": 58, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 116, "offset": 0, "std": 2.2772 } } }
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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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