Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 891977.1968 | 657192.8035 | 234784.3934 | 1299121.5554 | 2146556.4537 | -847434.8982 |
Total P&L (%) | 891.9772 | 657.1928 | 234.7844 | 1299.1216 | 2146.5565 | -847.4349 |
Avg Daily Profit (%) | 0.6018 | 0.4434 | 0.1584 | 0.1782 | 0.2102 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -183258 | -126741 | -134036 | -11552309 | -4354435 | -11511068 |
Profit Factor | 1.9875 | 2.3275 | 1.5751 | 1.0361 | 1.1263 | 0.9554 |
Total Trades | 197 | 98 | 99 | 197 | 98 | 99 |
Winning Trades | 85 | 34 | 51 | 85 | 34 | 51 |
Losing Trades | 112 | 64 | 48 | 112 | 64 | 48 |
Profitability (%) | 43.1472 | 34.6939 | 51.5152 | 43.1472 | 34.6939 | 51.5152 |
Ratio Avg Win / Avg Loss | 2.6188 | 4.3813 | 1.4825 | 1.3652 | 2.1202 | 0.8992 |
Largest Winning Trade | 574951 | 574951 | 35374 | 2940815 | 2940815 | 2052630 |
Largest Losing Trade | -49563 | -29808 | -49563 | -3574596 | -1378150 | -3574596 |
Avg Bars in Trades | 89 | 90 | 88 | 89 | 90 | 88 |
Avg Bars in Winners | 122 | 129 | 118 | 122 | 129 | 118 |
Avg Bars in Losers | 64 | 70 | 55 | 64 | 70 | 55 |
Bars Traded | 17621 | 8898 | 8723 | 17621 | 8898 | 8723 |
Profit Streak | 30.5735 | 30.5735 | 42.3235 | 30.5735 | 30.5735 | 42.3235 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 542765 | 318425 | 372961 | -173148 | -78023 | -579448 |
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{ "first_band": { "type": "bbm", "factors": { "length": 209, "offset": 0, "std": 4.59733 } }, "second_band": { "type": "kcb", "factors": { "length": 100, "offset": 0, "scalar": 2 } } }
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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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