Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 223882.8103 | 353079.4975 | -129196.6872 | -94386.5253 | -20149.5349 | -74236.9904 |
Total P&L (%) | 223.8828 | 353.0795 | -129.1967 | -94.3865 | -20.1495 | -74.237 |
Avg Daily Profit (%) | 0.0966 | 0.1523 | -0.0557 | -0.1242 | -0.0097 | -0.0585 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -186169 | -138840 | -151980 | -135969 | -117934 | -89504 |
Profit Factor | 1.2838 | 1.71 | 0.5569 | 0.7621 | 0.9188 | 0.5 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 50.6494 | 55.2632 | 46.1538 | 50.6494 | 55.2632 | 46.1538 |
Ratio Avg Win / Avg Loss | 1.2509 | 1.3843 | 0.6497 | 0.7425 | 0.7438 | 0.5834 |
Largest Winning Trade | 136339 | 136339 | 33677 | 35054 | 35054 | 32250 |
Largest Losing Trade | -83328 | -83328 | -46044 | -80361 | -80361 | -62946 |
Avg Bars in Trades | 57 | 106 | 8 | 57 | 106 | 8 |
Avg Bars in Winners | 33 | 54 | 7 | 33 | 54 | 7 |
Avg Bars in Losers | 81 | 170 | 9 | 81 | 170 | 9 |
Bars Traded | 4389 | 4044 | 345 | 4389 | 4044 | 345 |
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 | -110236 | 361381 | -581975 | -626971 | -580082 | -581975 |
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{ "first_band": { "type": "kcu", "factors": { "length": 16, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 202, "offset": 0, "std": 4.62823 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 16, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 202, "offset": 0, "std": 4.62823 } } }
# | 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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