Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1885675.7894 | 1710603.6457 | 175072.1436 | 9388294.245 | -7234109.5011 | 16622403.746 |
Total P&L (%) | 1885.6758 | 1710.6036 | 175.0721 | 9388.2942 | -7234.1095 | 16622.4037 |
Avg Daily Profit (%) | 1.0119 | 0.918 | 0.0939 | 0.2446 | 0 | 0.2751 |
Buy And Hold Return (%) | 45.2982 | 45.2982 | 45.2982 | 45.2982 | 45.2982 | 45.2982 |
Max Trade Drawdown | -99472 | -129058 | -44970 | -17722885 | -26525686 | -6961728 |
Profit Factor | 5.0108 | 6.3604 | 2.1592 | 1.1225 | 0.8661 | 1.7353 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 44.3182 | 38.6364 | 50 | 44.3182 | 38.6364 | 50 |
Ratio Avg Win / Avg Loss | 6.2956 | 10.1018 | 2.1592 | 1.4104 | 1.3755 | 1.7353 |
Largest Winning Trade | 1273025 | 1273025 | 64081 | 17128674 | 17128674 | 9108090 |
Largest Losing Trade | -35137 | -35137 | -24320 | -7998025 | -7998025 | -3140597 |
Avg Bars in Trades | 121 | 114 | 129 | 121 | 114 | 129 |
Avg Bars in Winners | 155 | 150 | 158 | 155 | 150 | 158 |
Avg Bars in Losers | 95 | 90 | 101 | 95 | 90 | 101 |
Bars Traded | 10733 | 5021 | 5712 | 10733 | 5021 | 5712 |
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 | 690413 | 627691 | -65718 | -79302 | -583472 | 432983 |
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{ "first_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbl", "factors": { "length": 200, "offset": 0, "std": 1.50629 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 191, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbl", "factors": { "length": 200, "offset": 0, "std": 1.50629 } } }
# | 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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