Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1460071.226 | 1564934.5563 | -104863.3303 | -69394.9199 | 488891.5365 | -558286.4564 |
Total P&L (%) | 1460.0712 | 1564.9346 | -104.8633 | -69.3949 | 488.8915 | -558.2865 |
Avg Daily Profit (%) | 0.7009 | 0.7513 | -0.0503 | -0.0568 | 0.0852 | 0 |
Buy And Hold Return (%) | 136.0606 | 136.0606 | 136.0606 | 136.0606 | 136.0606 | 136.0606 |
Max Trade Drawdown | -257057 | -178759 | -142600 | -2369783 | -1924389 | -708942 |
Profit Factor | 2.3339 | 3.2939 | 0.7457 | 0.9882 | 1.1158 | 0.6582 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 74 | 40 | 34 | 74 | 40 | 34 |
Profitability (%) | 40.3226 | 35.4839 | 45.1613 | 40.3226 | 35.4839 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.4541 | 5.989 | 0.9055 | 1.4625 | 2.0287 | 0.7992 |
Largest Winning Trade | 1206605 | 1206605 | 66843 | 1813659 | 1813659 | 285989 |
Largest Losing Trade | -53638 | -53638 | -36338 | -976658 | -976658 | -191960 |
Avg Bars in Trades | 197 | 306 | 87 | 197 | 306 | 87 |
Avg Bars in Winners | 248 | 467 | 75 | 248 | 467 | 75 |
Avg Bars in Losers | 162 | 218 | 97 | 162 | 218 | 97 |
Bars Traded | 24433 | 19015 | 5418 | 24433 | 19015 | 5418 |
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 | 479848 | -141056 | -736840 | -582545 | -334032 | -736840 |
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{ "first_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 3.92805 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 127, "offset": 0, "std": 3.92805 } } }
# | 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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