Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90305.288 | 54933.9575 | 35371.3305 | 112147.7151 | 63431.8377 | 48715.8774 |
Total P&L (%) | 90.3053 | 54.934 | 35.3713 | 112.1477 | 63.4318 | 48.7159 |
Avg Daily Profit (%) | 0.3468 | 0.2109 | 0.1358 | 0.2892 | 0.1888 | 0.1525 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29477 | -26582 | -25883 | -28773 | -27610 | -25133 |
Profit Factor | 1.4819 | 1.6106 | 1.363 | 1.5615 | 1.656 | 1.4727 |
Total Trades | 161 | 80 | 81 | 161 | 80 | 81 |
Winning Trades | 103 | 50 | 53 | 103 | 50 | 53 |
Losing Trades | 58 | 30 | 28 | 58 | 30 | 28 |
Profitability (%) | 63.9752 | 62.5 | 65.4321 | 63.9752 | 62.5 | 65.4321 |
Ratio Avg Win / Avg Loss | 0.8345 | 0.9664 | 0.7201 | 0.8793 | 0.9936 | 0.7781 |
Largest Winning Trade | 12118 | 12118 | 7231 | 14375 | 14375 | 11488 |
Largest Losing Trade | -22331 | -15339 | -22331 | -22325 | -14378 | -22325 |
Avg Bars in Trades | 151 | 150 | 152 | 151 | 150 | 152 |
Avg Bars in Winners | 115 | 113 | 118 | 115 | 113 | 118 |
Avg Bars in Losers | 215 | 213 | 217 | 215 | 213 | 217 |
Bars Traded | 24427 | 12067 | 12359 | 24427 | 12067 | 12359 |
Profit Streak | 10.0197 | 10.0197 | 22.2489 | 10.0197 | 10.0197 | 22.2489 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 406300 | -10871 | -25018 | 406102 | -10406 | -4239 |
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{ "first_band": { "type": "bbm", "factors": { "length": 84, "offset": 0, "std": 3.65263 } }, "second_band": { "type": "kcb", "factors": { "length": 192, "offset": 0, "scalar": 3 } } }
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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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