Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13400390.3235 | 13359120.0975 | 41270.2261 | 19100307.3675 | 18631075.2877 | 469232.0798 |
Total P&L (%) | 13400.3903 | 13359.1201 | 41.2702 | 19100.3074 | 18631.0753 | 469.2321 |
Avg Daily Profit (%) | 5.853 | 5.835 | 0.018 | 0.2299 | 0.2288 | 0.076 |
Buy And Hold Return (%) | 6703.7186 | 6703.7186 | 6703.7186 | 6703.7186 | 6703.7186 | 6703.7186 |
Max Trade Drawdown | -129801 | -118611 | -49955 | -9049509 | -7746007 | -4605384 |
Profit Factor | 21.8023 | 35.5162 | 1.1605 | 1.4637 | 1.8095 | 1.0258 |
Total Trades | 148 | 74 | 74 | 148 | 74 | 74 |
Winning Trades | 68 | 31 | 37 | 68 | 31 | 37 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 45.9459 | 41.8919 | 50 | 45.9459 | 41.8919 | 50 |
Ratio Avg Win / Avg Loss | 25.6498 | 49.2644 | 1.1605 | 1.722 | 2.51 | 1.0258 |
Largest Winning Trade | 13125372 | 13125372 | 30760 | 11522020 | 11522020 | 2550699 |
Largest Losing Trade | -35171 | -35171 | -25229 | -4498359 | -4498359 | -2623686 |
Avg Bars in Trades | 91 | 146 | 35 | 91 | 146 | 35 |
Avg Bars in Winners | 118 | 217 | 35 | 118 | 217 | 35 |
Avg Bars in Losers | 67 | 95 | 35 | 67 | 95 | 35 |
Bars Traded | 13494 | 10861 | 2633 | 13494 | 10861 | 2633 |
Profit Streak | 0 | 113.8012 | 0 | 0 | 113.8012 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 590079 | -49118 | -442986 | 218109 | -58244 | -513850 |
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 1.43498 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 243, "offset": 0, "std": 1.43498 } } }
# | 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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