Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42727.4993 | -6206.7013 | 48934.2006 | 36645.908 | -8842.6367 | 45488.5447 |
Total P&L (%) | 42.7275 | -6.2067 | 48.9342 | 36.6459 | -8.8426 | 45.4885 |
Avg Daily Profit (%) | 0.3024 | -0.0439 | 0.3463 | 0.2212 | -0.0655 | 0.2657 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36680 | -10977 | -32888 | -49439 | -13731 | -45067 |
Profit Factor | 1.5806 | 0.6783 | 1.9012 | 1.3882 | 0.6106 | 1.6345 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 31 | 12 | 19 | 31 | 12 | 19 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 41.3333 | 31.5789 | 51.3514 | 41.3333 | 31.5789 | 51.3514 |
Ratio Avg Win / Avg Loss | 2.2434 | 1.4697 | 1.8011 | 1.9703 | 1.323 | 1.5484 |
Largest Winning Trade | 32718 | 2955 | 32718 | 33800 | 2848 | 33800 |
Largest Losing Trade | -22804 | -3597 | -22804 | -33260 | -4635 | -33260 |
Avg Bars in Trades | 88 | 4 | 175 | 88 | 4 | 175 |
Avg Bars in Winners | 184 | 6 | 296 | 184 | 6 | 296 |
Avg Bars in Losers | 21 | 4 | 46 | 21 | 4 | 46 |
Bars Traded | 6659 | 179 | 6480 | 6659 | 179 | 6480 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -56995 | -587202 | 340553 | -59405 | -587202 | 286195 |
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{ "first_band": { "type": "bbu", "factors": { "length": 229, "offset": 0, "std": 4.12548 } }, "second_band": { "type": "kcu", "factors": { "length": 7, "offset": 141, "scalar": 3 } } }
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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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