Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 885328.8976 | 969312.713 | -83983.8154 | -78502.2591 | -134488.9957 | 55986.7366 |
Total P&L (%) | 885.3289 | 969.3127 | -83.9838 | -78.5023 | -134.489 | 55.9867 |
Avg Daily Profit (%) | 0.4645 | 0.5086 | -0.0441 | -0.0806 | 0 | 0.0233 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -324029 | -221473 | -113121 | -1401620 | -1282329 | -147717 |
Profit Factor | 2.6872 | 3.6167 | 0.4557 | 0.9567 | 0.9081 | 1.1598 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Losing Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Profitability (%) | 35.2113 | 31.4286 | 38.8889 | 35.2113 | 31.4286 | 38.8889 |
Ratio Avg Win / Avg Loss | 4.9444 | 7.891 | 0.7162 | 1.7603 | 1.9812 | 1.8225 |
Largest Winning Trade | 1197343 | 1197343 | 11555 | 1099468 | 1099468 | 137559 |
Largest Losing Trade | -42227 | -42227 | -33931 | -549103 | -549103 | -89242 |
Avg Bars in Trades | 307 | 595 | 28 | 307 | 595 | 28 |
Avg Bars in Winners | 485 | 1070 | 24 | 485 | 1070 | 24 |
Avg Bars in Losers | 211 | 377 | 30 | 211 | 377 | 30 |
Bars Traded | 21859 | 20850 | 1009 | 21859 | 20850 | 1009 |
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 | -81603 | 368052 | -584823 | -675028 | -585232 | -210351 |
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{ "first_band": { "type": "kcb", "factors": { "length": 242, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 217, "offset": 0, "std": 4.86864 } } }
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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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