Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 65475.9943 | 881.5422 | 64594.4522 | 69351.819 | -3721.7072 | 73073.5262 |
Total P&L (%) | 65.476 | 0.8815 | 64.5945 | 69.3518 | -3.7217 | 73.0735 |
Avg Daily Profit (%) | 0.2514 | 0.0034 | 0.248 | 0.2025 | -0.0146 | 0.2109 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31931 | -13487 | -27222 | -58642 | -24492 | -46382 |
Profit Factor | 1.6298 | 1.0351 | 1.8191 | 1.4083 | 0.908 | 1.5648 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 44 | 19 | 25 | 44 | 19 | 25 |
Losing Trades | 39 | 23 | 16 | 39 | 23 | 16 |
Profitability (%) | 53.012 | 45.2381 | 60.9756 | 53.012 | 45.2381 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.4446 | 1.253 | 1.1642 | 1.2483 | 1.0992 | 1.0015 |
Largest Winning Trade | 20943 | 6156 | 20943 | 26226 | 8518 | 26226 |
Largest Losing Trade | -18038 | -4322 | -18038 | -31507 | -8357 | -31507 |
Avg Bars in Trades | 284 | 8 | 567 | 284 | 8 | 567 |
Avg Bars in Winners | 305 | 9 | 531 | 305 | 9 | 531 |
Avg Bars in Losers | 261 | 8 | 624 | 261 | 8 | 624 |
Bars Traded | 23643 | 369 | 23274 | 23643 | 369 | 23274 |
Profit Streak | 10.5867 | 10.5867 | 17.0658 | 10.5867 | 10.5867 | 17.0658 |
Trades During Streak | 2 | 1 | 3 | 2 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307747 | -537976 | 415912 | 257757 | -581387 | 394481 |
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbl", "factors": { "length": 190, "offset": 0, "std": 4.47104 } } }
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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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