Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 900191.8204 | 736368.5063 | 163823.3141 | 5159488.9525 | -254713.8235 | 5414202.776 |
Total P&L (%) | 900.1918 | 736.3685 | 163.8233 | 5159.489 | -254.7138 | 5414.2028 |
Avg Daily Profit (%) | 0.4321 | 0.3535 | 0.0786 | 0.1904 | 0 | 0.1927 |
Buy And Hold Return (%) | 47.3611 | 47.3611 | 47.3611 | 47.3611 | 47.3611 | 47.3611 |
Max Trade Drawdown | -74640 | -59695 | -127479 | -4754797 | -3687531 | -1636907 |
Profit Factor | 2.3964 | 3.0921 | 1.5597 | 1.2448 | 0.9814 | 1.7319 |
Total Trades | 120 | 60 | 60 | 120 | 60 | 60 |
Winning Trades | 52 | 24 | 28 | 52 | 24 | 28 |
Losing Trades | 68 | 36 | 32 | 68 | 36 | 32 |
Profitability (%) | 43.3333 | 40 | 46.6667 | 43.3333 | 40 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.1337 | 4.6381 | 1.7825 | 1.6279 | 1.4721 | 1.9793 |
Largest Winning Trade | 289647 | 289647 | 63963 | 2553126 | 2553126 | 2399580 |
Largest Losing Trade | -42187 | -30189 | -42187 | -1354313 | -1354313 | -712782 |
Avg Bars in Trades | 204 | 176 | 231 | 204 | 176 | 231 |
Avg Bars in Winners | 301 | 255 | 341 | 301 | 255 | 341 |
Avg Bars in Losers | 129 | 124 | 135 | 129 | 124 | 135 |
Bars Traded | 24489 | 10590 | 13899 | 24489 | 10590 | 13899 |
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 | 443248 | -158089 | -258357 | 235414 | -752458 | -159218 |
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{ "first_band": { "type": "kcb", "factors": { "length": 168, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbm", "factors": { "length": 188, "offset": 0, "std": 2.24094 } } }
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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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