Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1164276.9348 | 1116581.2477 | 47695.6872 | 19542496.4082 | 20902361.3615 | -1359864.9533 |
Total P&L (%) | 1164.2769 | 1116.5812 | 47.6957 | 19542.4964 | 20902.3614 | -1359.865 |
Avg Daily Profit (%) | 0.6253 | 0.5997 | 0.0256 | 0.284 | 0.2876 | 0 |
Buy And Hold Return (%) | 5113.4605 | 5113.4605 | 5113.4605 | 5113.4605 | 5113.4605 | 5113.4605 |
Max Trade Drawdown | -171327 | -164710 | -86258 | -11474954 | -7793827 | -4443855 |
Profit Factor | 3.8417 | 6.1545 | 1.247 | 1.709 | 2.4157 | 0.8937 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 19 | 8 | 11 | 19 | 8 | 11 |
Profitability (%) | 67.7966 | 72.4138 | 63.3333 | 67.7966 | 72.4138 | 63.3333 |
Ratio Avg Win / Avg Loss | 1.8248 | 2.3446 | 0.722 | 0.8118 | 0.9203 | 0.5174 |
Largest Winning Trade | 390653 | 390653 | 49656 | 7367152 | 7367152 | 2798295 |
Largest Losing Trade | -63977 | -63977 | -33192 | -7793827 | -7793827 | -3681126 |
Avg Bars in Trades | 92 | 165 | 21 | 92 | 165 | 21 |
Avg Bars in Winners | 87 | 145 | 23 | 87 | 145 | 23 |
Avg Bars in Losers | 101 | 216 | 17 | 101 | 216 | 17 |
Bars Traded | 5432 | 4791 | 641 | 5432 | 4791 | 641 |
Profit Streak | 0 | 133.4128 | 0 | 0 | 133.4128 | 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 | -324352 | -141985 | -324378 | -170357 | 441974 | -578819 |
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{ "first_band": { "type": "bbl", "factors": { "length": 210, "offset": 0, "std": 4.10014 } }, "second_band": { "type": "kcl", "factors": { "length": 65, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "bbl", "factors": { "length": 210, "offset": 0, "std": 4.10014 } }, "second_band": { "type": "kcl", "factors": { "length": 65, "offset": 0, "scalar": 4 } } }
# | 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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