Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1695032.8323 | 1699799.4954 | -4766.6631 | 448054.4901 | 751290.6931 | -303236.203 |
Total P&L (%) | 1695.0328 | 1699.7995 | -4.7667 | 448.0545 | 751.2907 | -303.2362 |
Avg Daily Profit (%) | 0.7474 | 0.7495 | -0.0021 | 0.075 | 0.0945 | 0 |
Buy And Hold Return (%) | 343.2177 | 343.2177 | 343.2177 | 343.2177 | 343.2177 | 343.2177 |
Max Trade Drawdown | -150104 | -122135 | -58428 | -6072406 | -4969484 | -1859015 |
Profit Factor | 4.3124 | 6.3433 | 0.9754 | 1.0334 | 1.082 | 0.9287 |
Total Trades | 86 | 43 | 43 | 86 | 43 | 43 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 46 | 27 | 19 | 46 | 27 | 19 |
Profitability (%) | 46.5116 | 37.2093 | 55.814 | 46.5116 | 37.2093 | 55.814 |
Ratio Avg Win / Avg Loss | 4.9593 | 10.7043 | 0.7722 | 1.1884 | 1.8259 | 0.7353 |
Largest Winning Trade | 1484190 | 1484190 | 18201 | 5480267 | 5480267 | 469791 |
Largest Losing Trade | -58504 | -58504 | -39527 | -2938154 | -2938154 | -1590502 |
Avg Bars in Trades | 76 | 136 | 17 | 76 | 136 | 17 |
Avg Bars in Winners | 96 | 211 | 19 | 96 | 211 | 19 |
Avg Bars in Losers | 59 | 91 | 14 | 59 | 91 | 14 |
Bars Traded | 6600 | 5855 | 744 | 6600 | 5855 | 744 |
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 | 629717 | 538688 | -579695 | -348421 | -206175 | -579695 |
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 3.91592 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 125, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 30, "offset": 0, "std": 3.91592 } } }
# | 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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