Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5955057.1053 | 5986950.5584 | -31893.4531 | 280725.9225 | 1013335.9113 | -732609.9888 |
Total P&L (%) | 5955.0571 | 5986.9506 | -31.8935 | 280.7259 | 1013.3359 | -732.61 |
Avg Daily Profit (%) | 2.512 | 2.5254 | -0.0135 | 0.0564 | 0.1017 | 0 |
Buy And Hold Return (%) | 619.0732 | 619.0732 | 619.0732 | 619.0732 | 619.0732 | 619.0732 |
Max Trade Drawdown | -294429 | -230717 | -89776 | -4133754 | -3171069 | -968021 |
Profit Factor | 11.8085 | 15.2924 | 0.7585 | 1.0559 | 1.2706 | 0.4282 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 46.6667 | 43.2432 | 50 | 46.6667 | 43.2432 | 50 |
Ratio Avg Win / Avg Loss | 13.4955 | 20.0713 | 0.7585 | 1.2067 | 1.6676 | 0.4282 |
Largest Winning Trade | 6064737 | 6064737 | 15010 | 3513129 | 3513129 | 99641 |
Largest Losing Trade | -63755 | -63755 | -21858 | -1162982 | -1162982 | -537252 |
Avg Bars in Trades | 182 | 336 | 32 | 182 | 336 | 32 |
Avg Bars in Winners | 174 | 349 | 26 | 174 | 349 | 26 |
Avg Bars in Losers | 189 | 326 | 38 | 189 | 326 | 38 |
Bars Traded | 13683 | 12445 | 1238 | 13683 | 12445 | 1238 |
Profit Streak | 95.1842 | 95.1842 | 156.3509 | 95.1842 | 95.1842 | 156.3509 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38035 | 760651 | -579800 | -503678 | -67136 | -579800 |
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{ "first_band": { "type": "kcl", "factors": { "length": 101, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 93, "offset": 0, "std": 1.35118 } } }
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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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