Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89822.1003 | 69478.0206 | 20344.0796 | 101293.443 | 75134.286 | 26159.157 |
Total P&L (%) | 89.8221 | 69.478 | 20.3441 | 101.2934 | 75.1343 | 26.1592 |
Avg Daily Profit (%) | 0.3449 | 0.2668 | 0.0781 | 0.269 | 0.2154 | 0.0893 |
Buy And Hold Return (%) | 16.5631 | 16.5631 | 16.5631 | 16.5631 | 16.5631 | 16.5631 |
Max Trade Drawdown | -36949 | -28659 | -19292 | -51467 | -45966 | -30793 |
Profit Factor | 1.4854 | 1.5875 | 1.3045 | 1.3715 | 1.4316 | 1.2653 |
Total Trades | 154 | 77 | 77 | 154 | 77 | 77 |
Winning Trades | 84 | 41 | 43 | 84 | 41 | 43 |
Losing Trades | 70 | 36 | 34 | 70 | 36 | 34 |
Profitability (%) | 54.5455 | 53.2468 | 55.8442 | 54.5455 | 53.2468 | 55.8442 |
Ratio Avg Win / Avg Loss | 1.2378 | 1.3939 | 1.0315 | 1.1429 | 1.257 | 1.0005 |
Largest Winning Trade | 34733 | 34733 | 6916 | 36588 | 36588 | 9885 |
Largest Losing Trade | -20811 | -20811 | -5349 | -31537 | -31537 | -8753 |
Avg Bars in Trades | 157 | 261 | 54 | 157 | 261 | 54 |
Avg Bars in Winners | 144 | 236 | 57 | 144 | 236 | 57 |
Avg Bars in Losers | 173 | 290 | 50 | 173 | 290 | 50 |
Bars Traded | 24323 | 20162 | 4161 | 24323 | 20162 | 4161 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 324922 | -34948 | -225611 | 293131 | -36037 | -125919 |
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{ "first_band": { "type": "bbl", "factors": { "length": 147, "offset": 0, "std": 2.48357 } }, "second_band": { "type": "kcl", "factors": { "length": 191, "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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