Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1011180.1766 | 987780.3711 | 23399.8055 | 718933.8128 | -616517.527 | 1335451.3398 |
Total P&L (%) | 1011.1802 | 987.7804 | 23.3998 | 718.9338 | -616.5175 | 1335.4513 |
Avg Daily Profit (%) | 0.4254 | 0.4156 | 0.0098 | 0.0885 | 0 | 0.1121 |
Buy And Hold Return (%) | 441.1375 | 441.1375 | 441.1375 | 441.1375 | 441.1375 | 441.1375 |
Max Trade Drawdown | -174876 | -175763 | -134225 | -4080447 | -3754894 | -1395996 |
Profit Factor | 1.8146 | 2.2907 | 1.0492 | 1.0412 | 0.9481 | 1.239 |
Total Trades | 298 | 149 | 149 | 298 | 149 | 149 |
Winning Trades | 137 | 70 | 67 | 137 | 70 | 67 |
Losing Trades | 161 | 79 | 82 | 161 | 79 | 82 |
Profitability (%) | 45.9732 | 46.9799 | 44.9664 | 45.9732 | 46.9799 | 44.9664 |
Ratio Avg Win / Avg Loss | 2.1325 | 2.5852 | 1.284 | 1.2236 | 1.07 | 1.5164 |
Largest Winning Trade | 394767 | 394767 | 40410 | 1446794 | 1446794 | 911852 |
Largest Losing Trade | -48870 | -48870 | -34358 | -1082574 | -1082574 | -963663 |
Avg Bars in Trades | 15 | 24 | 6 | 15 | 24 | 6 |
Avg Bars in Winners | 18 | 29 | 7 | 18 | 29 | 7 |
Avg Bars in Losers | 12 | 19 | 6 | 12 | 19 | 6 |
Bars Traded | 4682 | 3645 | 1037 | 4682 | 3645 | 1037 |
Profit Streak | 0 | 0 | 23.7209 | 0 | 0 | 23.7209 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 314504 | 284055 | -513201 | -258702 | -580167 | -46428 |
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{ "first_band": { "type": "bbl", "factors": { "length": 168, "offset": 0, "std": 4.64476 } }, "second_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 5 } } }
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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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