Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312647.2338 | 366281.2932 | -53634.0594 | -68245.1882 | 174735.7153 | -242980.9035 |
Total P&L (%) | 312.6472 | 366.2813 | -53.6341 | -68.2452 | 174.7357 | -242.9809 |
Avg Daily Profit (%) | 0.1637 | 0.1918 | -0.0281 | -0.0601 | 0.0529 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -221801 | -222193 | -88995 | -609033 | -461770 | -310905 |
Profit Factor | 1.4566 | 1.7474 | 0.7244 | 0.9382 | 1.2552 | 0.4199 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 53 | 24 | 29 | 53 | 24 | 29 |
Losing Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Profitability (%) | 47.7477 | 43.6364 | 51.7857 | 47.7477 | 43.6364 | 51.7857 |
Ratio Avg Win / Avg Loss | 1.594 | 2.2571 | 0.6745 | 1.0267 | 1.6213 | 0.391 |
Largest Winning Trade | 350573 | 350573 | 13032 | 410254 | 410254 | 33762 |
Largest Losing Trade | -41825 | -41825 | -31315 | -200664 | -107490 | -200664 |
Avg Bars in Trades | 49 | 95 | 3 | 49 | 95 | 3 |
Avg Bars in Winners | 28 | 60 | 2 | 28 | 60 | 2 |
Avg Bars in Losers | 67 | 122 | 3 | 67 | 122 | 3 |
Bars Traded | 5439 | 5264 | 175 | 5439 | 5264 | 175 |
Profit Streak | 0 | 84.3354 | 0 | 0 | 84.3354 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319757 | -171108 | -760324 | -579692 | -303275 | -760324 |
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{ "first_band": { "type": "bbl", "factors": { "length": 184, "offset": 0, "std": 4.82167 } }, "second_band": { "type": "kcl", "factors": { "length": 11, "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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