Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 399118.6829 | 321739.2777 | 77379.4051 | 716682.0396 | 392114.9466 | 324567.0931 |
Total P&L (%) | 399.1187 | 321.7393 | 77.3794 | 716.682 | 392.1149 | 324.5671 |
Avg Daily Profit (%) | 0.1916 | 0.1544 | 0.0371 | 0.1009 | 0.0765 | 0.0694 |
Buy And Hold Return (%) | 61.9041 | 61.9041 | 61.9041 | 61.9041 | 61.9041 | 61.9041 |
Max Trade Drawdown | -134946 | -121948 | -18098 | -705500 | -655359 | -65428 |
Profit Factor | 1.8155 | 1.7655 | 2.1194 | 1.3317 | 1.2037 | 2.3811 |
Total Trades | 174 | 87 | 87 | 174 | 87 | 87 |
Winning Trades | 109 | 52 | 57 | 109 | 52 | 57 |
Losing Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Profitability (%) | 62.6437 | 59.7701 | 65.5172 | 62.6437 | 59.7701 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.0827 | 1.1883 | 1.1155 | 0.7942 | 0.8102 | 1.2532 |
Largest Winning Trade | 68536 | 68536 | 13355 | 299931 | 299931 | 77767 |
Largest Losing Trade | -55903 | -55903 | -8063 | -364629 | -364629 | -29225 |
Avg Bars in Trades | 142 | 270 | 14 | 142 | 270 | 14 |
Avg Bars in Winners | 99 | 194 | 13 | 99 | 194 | 13 |
Avg Bars in Losers | 215 | 383 | 18 | 215 | 383 | 18 |
Bars Traded | 24853 | 23550 | 1303 | 24853 | 23550 | 1303 |
Profit Streak | 5.0708 | 0 | 150.8208 | 5.0708 | 0 | 150.8208 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 460082 | 331616 | -224737 | -56033 | -92447 | -94351 |
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{ "first_band": { "type": "kcl", "factors": { "length": 22, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 1.51017 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 22, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 117, "offset": 0, "std": 1.51017 } } }
# | 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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