Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 997638.2672 | 959126.6681 | 38511.5991 | 1215213.0591 | 995154.7996 | 220058.2595 |
Total P&L (%) | 997.6383 | 959.1267 | 38.5116 | 1215.2131 | 995.1548 | 220.0583 |
Avg Daily Profit (%) | 0.479 | 0.4605 | 0.0185 | 0.1238 | 0.115 | 0.0559 |
Buy And Hold Return (%) | 75.8824 | 75.8824 | 75.8824 | 75.8824 | 75.8824 | 75.8824 |
Max Trade Drawdown | -136671 | -72141 | -266961 | -1634409 | -1601274 | -1010421 |
Profit Factor | 1.9152 | 3.3437 | 1.0566 | 1.1541 | 1.2877 | 1.0497 |
Total Trades | 193 | 97 | 96 | 193 | 97 | 96 |
Winning Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Losing Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Profitability (%) | 37.8238 | 38.1443 | 37.5 | 37.8238 | 38.1443 | 37.5 |
Ratio Avg Win / Avg Loss | 3.1483 | 5.4223 | 1.7609 | 1.8971 | 2.0882 | 1.7495 |
Largest Winning Trade | 486032 | 486032 | 86439 | 1291786 | 1291786 | 450241 |
Largest Losing Trade | -33772 | -28665 | -33772 | -686890 | -468808 | -686890 |
Avg Bars in Trades | 127 | 82 | 172 | 127 | 82 | 172 |
Avg Bars in Winners | 230 | 150 | 313 | 230 | 150 | 313 |
Avg Bars in Losers | 64 | 41 | 87 | 64 | 41 | 87 |
Bars Traded | 24608 | 8048 | 16559 | 24608 | 8048 | 16559 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372044 | 423071 | -496279 | -81008 | -42855 | -291428 |
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{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 2.27607 } }, "second_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 132, "offset": 0, "std": 2.27607 } }, "second_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 1 } } }
# | 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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