Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 477620.5463 | 393527.4591 | 84093.0872 | 126497.984 | 56523.3663 | 69974.6177 |
Total P&L (%) | 477.6205 | 393.5275 | 84.0931 | 126.498 | 56.5234 | 69.9746 |
Avg Daily Profit (%) | 0.2195 | 0.1808 | 0.0386 | 0.0376 | 0.0206 | 0.0244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153402 | -171899 | -52723 | -562919 | -519786 | -102668 |
Profit Factor | 2.144 | 2.3807 | 1.6348 | 1.1326 | 1.083 | 1.2568 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 27 | 15 | 12 | 27 | 15 | 12 |
Profitability (%) | 59.0909 | 54.5455 | 63.6364 | 59.0909 | 54.5455 | 63.6364 |
Ratio Avg Win / Avg Loss | 1.4843 | 1.9839 | 0.9342 | 0.7841 | 0.9025 | 0.7182 |
Largest Winning Trade | 385069 | 385069 | 26772 | 209563 | 209563 | 63442 |
Largest Losing Trade | -60692 | -60692 | -30949 | -254252 | -254252 | -84661 |
Avg Bars in Trades | 127 | 219 | 36 | 127 | 219 | 36 |
Avg Bars in Winners | 124 | 217 | 45 | 124 | 217 | 45 |
Avg Bars in Losers | 132 | 221 | 20 | 132 | 221 | 20 |
Bars Traded | 8427 | 7228 | 1199 | 8427 | 7228 | 1199 |
Profit Streak | 40.9337 | 0 | 151.4337 | 40.9337 | 0 | 151.4337 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -116017 | 452036 | -137842 | -345758 | -296600 | -159024 |
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{ "first_band": { "type": "kcu", "factors": { "length": 185, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 224, "offset": 0, "std": 3.66036 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 185, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 224, "offset": 0, "std": 3.66036 } } }
# | 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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