Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312284.605 | 330660.5462 | -18375.9412 | 2650.8521 | 31422.8054 | -28771.9533 |
Total P&L (%) | 312.2846 | 330.6605 | -18.3759 | 2.6509 | 31.4228 | -28.772 |
Avg Daily Profit (%) | 0.1499 | 0.1587 | -0.0088 | 0.0013 | 0.0131 | -0.0163 |
Buy And Hold Return (%) | 54.384 | 54.384 | 54.384 | 54.384 | 54.384 | 54.384 |
Max Trade Drawdown | -134455 | -138567 | -64432 | -337020 | -322173 | -52579 |
Profit Factor | 1.6347 | 1.8583 | 0.8278 | 1.0042 | 1.0592 | 0.698 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 46 | 25 | 21 | 46 | 25 | 21 |
Losing Trades | 38 | 17 | 21 | 38 | 17 | 21 |
Profitability (%) | 54.7619 | 59.5238 | 50 | 54.7619 | 59.5238 | 50 |
Ratio Avg Win / Avg Loss | 1.3504 | 1.2636 | 0.8278 | 0.8296 | 0.7202 | 0.698 |
Largest Winning Trade | 166098 | 166098 | 11896 | 112174 | 112174 | 9322 |
Largest Losing Trade | -65351 | -65351 | -43748 | -223770 | -223770 | -30215 |
Avg Bars in Trades | 295 | 562 | 28 | 295 | 562 | 28 |
Avg Bars in Winners | 241 | 420 | 28 | 241 | 420 | 28 |
Avg Bars in Losers | 361 | 772 | 28 | 361 | 772 | 28 |
Bars Traded | 24844 | 23643 | 1201 | 24844 | 23643 | 1201 |
Profit Streak | 0 | 174.6662 | 0 | 0 | 174.6662 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325866 | 421340 | -580456 | -573606 | -495574 | -580456 |
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{ "first_band": { "type": "bbm", "factors": { "length": 57, "offset": 0, "std": 4.91974 } }, "second_band": { "type": "kcu", "factors": { "length": 114, "offset": 0, "scalar": 2 } } }
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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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