Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 828888.8585 | 717743.8304 | 111145.0281 | 4759644.3671 | 1755388.4049 | 3004255.9623 |
Total P&L (%) | 828.8889 | 717.7438 | 111.145 | 4759.6444 | 1755.3884 | 3004.256 |
Avg Daily Profit (%) | 0.398 | 0.3446 | 0.0534 | 0.1866 | 0.1403 | 0.1651 |
Buy And Hold Return (%) | 247.6932 | 247.6932 | 247.6932 | 247.6932 | 247.6932 | 247.6932 |
Max Trade Drawdown | -101556 | -57626 | -92724 | -6538954 | -3431408 | -4601420 |
Profit Factor | 2.8443 | 5.1172 | 1.404 | 1.2755 | 1.2258 | 1.3162 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Losing Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Profitability (%) | 45.9459 | 48.6486 | 43.2432 | 45.9459 | 48.6486 | 43.2432 |
Ratio Avg Win / Avg Loss | 3.3462 | 5.4015 | 1.8427 | 1.5006 | 1.2939 | 1.7275 |
Largest Winning Trade | 354566 | 354566 | 57908 | 2650580 | 2362747 | 2650580 |
Largest Losing Trade | -38582 | -21128 | -38582 | -1918129 | -1248673 | -1918129 |
Avg Bars in Trades | 330 | 296 | 364 | 330 | 296 | 364 |
Avg Bars in Winners | 471 | 408 | 543 | 471 | 408 | 543 |
Avg Bars in Losers | 210 | 191 | 227 | 210 | 191 | 227 |
Bars Traded | 24457 | 10988 | 13470 | 24457 | 10988 | 13470 |
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 | -57997 | 483577 | -288219 | -61385 | -6164 | 230804 |
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{ "first_band": { "type": "kcb", "factors": { "length": 238, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbm", "factors": { "length": 220, "offset": 0, "std": 1.104 } } }
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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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