Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70614.7391 | -1152.3514 | 71767.0905 | 61178.5927 | -13945.057 | 75123.6497 |
Total P&L (%) | 70.6147 | -1.1524 | 71.7671 | 61.1786 | -13.9451 | 75.1237 |
Avg Daily Profit (%) | 0.2712 | -0.0044 | 0.2756 | 0.1835 | -0.0577 | 0.2154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50724 | -15730 | -48586 | -138255 | -39373 | -123554 |
Profit Factor | 1.4762 | 0.9779 | 1.7456 | 1.1685 | 0.8787 | 1.3029 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 21 | 13 | 8 | 21 | 13 | 8 |
Profitability (%) | 67.1875 | 59.375 | 75 | 67.1875 | 59.375 | 75 |
Ratio Avg Win / Avg Loss | 0.7209 | 0.6691 | 0.5819 | 0.5707 | 0.6012 | 0.4343 |
Largest Winning Trade | 16992 | 6577 | 16992 | 37878 | 12677 | 37878 |
Largest Losing Trade | -30418 | -11816 | -30418 | -79943 | -27171 | -79943 |
Avg Bars in Trades | 385 | 78 | 692 | 385 | 78 | 692 |
Avg Bars in Winners | 297 | 57 | 487 | 297 | 57 | 487 |
Avg Bars in Losers | 566 | 110 | 1308 | 566 | 110 | 1308 |
Bars Traded | 24687 | 2524 | 22163 | 24687 | 2524 | 22163 |
Profit Streak | 0 | 0 | 10.0721 | 0 | 0 | 10.0721 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134944 | -580990 | 405836 | -172566 | -580990 | 311845 |
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{ "first_band": { "type": "bbm", "factors": { "length": 62, "offset": 0, "std": 4.54363 } }, "second_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 4 } } }
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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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