Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90164.8082 | 299945.7746 | -209780.9664 | -133665.4379 | 177947.1416 | -311612.5795 |
Total P&L (%) | 90.1648 | 299.9458 | -209.781 | -133.6654 | 177.9471 | -311.6126 |
Avg Daily Profit (%) | 0.0557 | 0.1854 | -0.1297 | 0 | 0.0632 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -297434 | -33581 | -359462 | -535184 | -41588 | -660149 |
Profit Factor | 1.1299 | 4.2336 | 0.6512 | 0.8703 | 2.3416 | 0.6529 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 28 | 16 | 12 | 25 | 13 | 12 |
Losing Trades | 31 | 14 | 17 | 34 | 17 | 17 |
Profitability (%) | 47.4576 | 53.3333 | 41.3793 | 42.3729 | 43.3333 | 41.3793 |
Ratio Avg Win / Avg Loss | 1.251 | 3.7044 | 0.9225 | 1.1836 | 3.0621 | 0.925 |
Largest Winning Trade | 180608 | 180608 | 69504 | 314766 | 99327 | 314766 |
Largest Losing Trade | -221280 | -17424 | -221280 | -196111 | -29031 | -196111 |
Avg Bars in Trades | 304 | 25 | 592 | 304 | 25 | 592 |
Avg Bars in Winners | 354 | 26 | 791 | 191 | 29 | 367 |
Avg Bars in Losers | 258 | 24 | 451 | 386 | 22 | 750 |
Bars Traded | 17940 | 766 | 17174 | 17940 | 766 | 17174 |
Profit Streak | 585.1087 | 833.3587 | 585.1087 | 0 | 0 | 0 |
Trades During Streak | 3 | 3 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -375308 | 601951 | -583602 | -761577 | -106442 | -584185 |
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{ "first_band": { "type": "kcu", "factors": { "length": 138, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbm", "factors": { "length": 50, "offset": 0, "std": 1.29807 } } }
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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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