Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245548.858 | 176934.4891 | 68614.3689 | 413508.6077 | 287512.8978 | 125995.7099 |
Total P&L (%) | 245.5489 | 176.9345 | 68.6144 | 413.5086 | 287.5129 | 125.9957 |
Avg Daily Profit (%) | 0.2357 | 0.1699 | 0.0659 | 0.1572 | 0.1301 | 0.0783 |
Buy And Hold Return (%) | 38.165 | 38.165 | 38.165 | 38.165 | 38.165 | 38.165 |
Max Trade Drawdown | -120457 | -95683 | -32150 | -738705 | -588571 | -213097 |
Profit Factor | 1.3396 | 1.3737 | 1.2749 | 1.144 | 1.1512 | 1.13 |
Total Trades | 572 | 286 | 286 | 572 | 286 | 286 |
Winning Trades | 444 | 234 | 210 | 444 | 234 | 210 |
Losing Trades | 128 | 52 | 76 | 128 | 52 | 76 |
Profitability (%) | 77.6224 | 81.8182 | 73.4266 | 77.6224 | 81.8182 | 73.4266 |
Ratio Avg Win / Avg Loss | 0.3862 | 0.3053 | 0.4614 | 0.3298 | 0.2558 | 0.4089 |
Largest Winning Trade | 46108 | 46108 | 9350 | 94621 | 94621 | 51618 |
Largest Losing Trade | -31014 | -31014 | -28363 | -192318 | -192318 | -120657 |
Avg Bars in Trades | 43 | 71 | 14 | 43 | 71 | 14 |
Avg Bars in Winners | 17 | 26 | 7 | 17 | 26 | 7 |
Avg Bars in Losers | 132 | 275 | 33 | 132 | 275 | 33 |
Bars Traded | 24794 | 20545 | 4249 | 24794 | 20545 | 4249 |
Profit Streak | 0.2648 | 2.1814 | 0.2648 | 0.2648 | 2.1814 | 0.2648 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355914 | 276149 | -114375 | -52818 | -72083 | -169876 |
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{ "first_band": { "type": "bbm", "factors": { "length": 3, "offset": 0, "std": 3.48776 } }, "second_band": { "type": "kcu", "factors": { "length": 126, "offset": 0, "scalar": 3 } } }
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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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