Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 129034.9231 | 88219.9169 | 40815.0062 | 123844.5826 | 111142.6299 | 12701.9527 |
Total P&L (%) | 129.0349 | 88.2199 | 40.815 | 123.8446 | 111.1426 | 12.702 |
Avg Daily Profit (%) | 0.4845 | 0.3313 | 0.1533 | 0.303 | 0.281 | 0.0449 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46393 | -35079 | -48863 | -93726 | -76365 | -101375 |
Profit Factor | 1.404 | 1.5329 | 1.2653 | 1.2735 | 1.4612 | 1.06 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Losing Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Profitability (%) | 46.9231 | 46.1538 | 47.6923 | 46.9231 | 46.1538 | 47.6923 |
Ratio Avg Win / Avg Loss | 1.5881 | 1.7884 | 1.3878 | 1.4406 | 1.7047 | 1.1626 |
Largest Winning Trade | 46364 | 46364 | 29212 | 66316 | 66316 | 33487 |
Largest Losing Trade | -18855 | -15734 | -18855 | -41334 | -41334 | -30774 |
Avg Bars in Trades | 95 | 95 | 95 | 95 | 95 | 95 |
Avg Bars in Winners | 119 | 116 | 122 | 119 | 116 | 122 |
Avg Bars in Losers | 74 | 77 | 72 | 74 | 77 | 72 |
Bars Traded | 12472 | 6235 | 6237 | 12472 | 6235 | 6237 |
Profit Streak | 275.8174 | 0 | 278.1299 | 275.8174 | 0 | 278.1299 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 368764 | -123469 | -128422 | 244214 | -124337 | -502551 |
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{ "first_band": { "type": "kcb", "factors": { "length": 101, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 197, "offset": 0, "std": 1.30475 } } }
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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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