Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 315972.1304 | 53461.0504 | 262511.0799 | 1093533.8818 | 27779.0716 | 1065754.8101 |
Total P&L (%) | 315.9721 | 53.4611 | 262.5111 | 1093.5339 | 27.7791 | 1065.7548 |
Avg Daily Profit (%) | 0.3048 | 0.0516 | 0.2532 | 0.2394 | 0.0236 | 0.2372 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52122 | -60609 | -17537 | -296000 | -461560 | -75096 |
Profit Factor | 2.55 | 1.3442 | 6.4107 | 2.0544 | 1.0325 | 6.8566 |
Total Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Winning Trades | 48 | 25 | 23 | 48 | 25 | 23 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 65.7534 | 67.5676 | 63.8889 | 65.7534 | 67.5676 | 63.8889 |
Ratio Avg Win / Avg Loss | 1.3281 | 0.6452 | 3.6234 | 1.07 | 0.4956 | 3.8755 |
Largest Winning Trade | 36315 | 29148 | 36315 | 171604 | 171604 | 133692 |
Largest Losing Trade | -39417 | -39417 | -12150 | -283456 | -283456 | -53582 |
Avg Bars in Trades | 51 | 28 | 75 | 51 | 28 | 75 |
Avg Bars in Winners | 43 | 22 | 65 | 43 | 22 | 65 |
Avg Bars in Losers | 67 | 40 | 92 | 67 | 40 | 92 |
Bars Traded | 3755 | 1046 | 2709 | 3755 | 1046 | 2709 |
Profit Streak | 105.2686 | 105.2686 | 116.7686 | 105.2686 | 105.2686 | 116.7686 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -60220 | -122551 | 712455 | -61319 | -347132 | 722521 |
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{ "first_band": { "type": "bbu", "factors": { "length": 197, "offset": 0, "std": 2.77013 } }, "second_band": { "type": "kcl", "factors": { "length": 164, "offset": 0, "scalar": 1 } } }
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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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