Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 301225.4403 | 215572.3384 | 85653.1019 | 75588.6506 | 109286.3026 | -33697.652 |
Total P&L (%) | 301.2254 | 215.5723 | 85.6531 | 75.5887 | 109.2863 | -33.6977 |
Avg Daily Profit (%) | 0.2937 | 0.2102 | 0.0835 | 0.0549 | 0.072 | -0.0401 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -139465 | -94874 | -96546 | -280251 | -149932 | -240963 |
Profit Factor | 1.3365 | 1.5452 | 1.1714 | 1.0474 | 1.1641 | 0.9638 |
Total Trades | 207 | 104 | 103 | 207 | 104 | 103 |
Winning Trades | 100 | 46 | 54 | 100 | 46 | 54 |
Losing Trades | 107 | 58 | 49 | 107 | 58 | 49 |
Profitability (%) | 48.3092 | 44.2308 | 52.4272 | 48.3092 | 44.2308 | 52.4272 |
Ratio Avg Win / Avg Loss | 1.4301 | 1.9483 | 1.0629 | 1.1207 | 1.4678 | 0.8745 |
Largest Winning Trade | 139792 | 139792 | 29796 | 167015 | 167015 | 52517 |
Largest Losing Trade | -38180 | -29426 | -38180 | -71804 | -43048 | -71804 |
Avg Bars in Trades | 28 | 25 | 31 | 28 | 25 | 31 |
Avg Bars in Winners | 32 | 34 | 31 | 32 | 34 | 31 |
Avg Bars in Losers | 24 | 18 | 32 | 24 | 18 | 32 |
Bars Traded | 5937 | 2673 | 3264 | 5937 | 2673 | 3264 |
Profit Streak | 0 | 0 | 14.5041 | 0 | 0 | 14.5041 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 339591 | 293726 | -112813 | -287326 | -138983 | -580151 |
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{ "first_band": { "type": "kcu", "factors": { "length": 66, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 3.29813 } } }
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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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