Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5479535.9264 | 5645068.4085 | -165532.4821 | -18347.4448 | 103921.3093 | -122268.754 |
Total P&L (%) | 5479.5359 | 5645.0684 | -165.5325 | -18.3474 | 103.9213 | -122.2688 |
Avg Daily Profit (%) | 2.79 | 2.8743 | -0.0843 | -0.0103 | 0.0363 | 0 |
Buy And Hold Return (%) | 2123.9156 | 2123.9156 | 2123.9156 | 2123.9156 | 2123.9156 | 2123.9156 |
Max Trade Drawdown | -290813 | -94126 | -255582 | -176334 | -76022 | -146128 |
Profit Factor | 7.6536 | 18.9266 | 0.6746 | 0.9715 | 1.4305 | 0.696 |
Total Trades | 100 | 50 | 50 | 100 | 50 | 50 |
Winning Trades | 40 | 20 | 20 | 40 | 20 | 20 |
Losing Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Profitability (%) | 40 | 40 | 40 | 40 | 40 | 40 |
Ratio Avg Win / Avg Loss | 11.4803 | 28.3899 | 1.0118 | 1.4572 | 2.1458 | 1.0439 |
Largest Winning Trade | 5732692 | 5732692 | 47992 | 141336 | 141336 | 46800 |
Largest Losing Trade | -44436 | -40925 | -44436 | -53627 | -36230 | -53627 |
Avg Bars in Trades | 56 | 67 | 45 | 56 | 67 | 45 |
Avg Bars in Winners | 84 | 110 | 58 | 84 | 110 | 58 |
Avg Bars in Losers | 37 | 39 | 36 | 37 | 39 | 36 |
Bars Traded | 5645 | 3384 | 2261 | 5645 | 3384 | 2261 |
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 | 587322 | -163864 | -763055 | -582733 | -492151 | -763055 |
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{ "first_band": { "type": "kcu", "factors": { "length": 207, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 28, "offset": 0, "std": 4.14394 } } }
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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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