Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 275991.2729 | 419121.7461 | -143130.4732 | -131888.8668 | 89515.21 | -221404.0767 |
Total P&L (%) | 275.9913 | 419.1217 | -143.1305 | -131.8889 | 89.5152 | -221.4041 |
Avg Daily Profit (%) | 0.1156 | 0.1755 | -0.0599 | 0 | 0.0268 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -215577 | -51493 | -338280 | -305698 | -45905 | -343493 |
Profit Factor | 1.3367 | 4.5076 | 0.7956 | 0.7508 | 1.9555 | 0.4916 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 43 | 25 | 18 | 46 | 26 | 20 |
Losing Trades | 44 | 19 | 25 | 41 | 18 | 23 |
Profitability (%) | 49.4253 | 56.8182 | 41.8605 | 52.8736 | 59.0909 | 46.5116 |
Ratio Avg Win / Avg Loss | 1.3678 | 3.4258 | 1.1049 | 0.6692 | 1.3538 | 0.5653 |
Largest Winning Trade | 148457 | 148457 | 69361 | 50008 | 50008 | 45489 |
Largest Losing Trade | -129197 | -35963 | -129197 | -73519 | -31706 | -73519 |
Avg Bars in Trades | 47 | 12 | 83 | 47 | 12 | 83 |
Avg Bars in Winners | 74 | 15 | 157 | 26 | 8 | 49 |
Avg Bars in Losers | 20 | 8 | 30 | 71 | 17 | 113 |
Bars Traded | 4121 | 529 | 3592 | 4121 | 529 | 3592 |
Profit Streak | 300.9402 | 300.9402 | 304.4402 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -37022 | 613197 | -580879 | -580173 | -152988 | -582083 |
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{ "first_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 4.11655 } }, "second_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 4 } } }
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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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