Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1024353.2367 | 951724.4156 | 72628.8212 | 40584.8855 | 22225.9981 | 18358.8875 |
Total P&L (%) | 1024.3532 | 951.7244 | 72.6288 | 40.5849 | 22.226 | 18.3589 |
Avg Daily Profit (%) | 0.4284 | 0.398 | 0.0304 | 0.0142 | 0.0084 | 0.0071 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -112339 | -131008 | -45584 | -301572 | -338180 | -101856 |
Profit Factor | 2.5846 | 3.5113 | 1.2715 | 1.0473 | 1.0414 | 1.0572 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 48 | 23 | 25 | 48 | 23 | 25 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 59.2593 | 57.5 | 60.9756 | 59.2593 | 57.5 | 60.9756 |
Ratio Avg Win / Avg Loss | 1.7769 | 2.5953 | 0.8138 | 0.72 | 0.7697 | 0.6766 |
Largest Winning Trade | 698618 | 698618 | 32854 | 263592 | 263592 | 83597 |
Largest Losing Trade | -87182 | -63580 | -87182 | -171404 | -171404 | -88561 |
Avg Bars in Trades | 111 | 169 | 53 | 111 | 169 | 53 |
Avg Bars in Winners | 128 | 203 | 59 | 128 | 203 | 59 |
Avg Bars in Losers | 86 | 124 | 45 | 86 | 124 | 45 |
Bars Traded | 8994 | 6788 | 2206 | 8994 | 6788 | 2206 |
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 | 4278 | 627627 | -152603 | -360947 | -362717 | -349154 |
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{ "first_band": { "type": "kcu", "factors": { "length": 180, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 92, "offset": 0, "std": 3.62368 } } }
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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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