Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 375960.0523 | 96635.9724 | 279324.0798 | -282281.115 | -83983.6026 | -198297.5124 |
Total P&L (%) | 375.9601 | 96.636 | 279.3241 | -282.2811 | -83.9836 | -198.2975 |
Avg Daily Profit (%) | 0.2527 | 0.0649 | 0.1877 | 0 | -0.123 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145216 | -36819 | -146883 | -1716720 | -333605 | -1534072 |
Profit Factor | 1.6874 | 1.4642 | 1.8245 | 0.904 | 0.8992 | 0.9058 |
Total Trades | 163 | 82 | 81 | 163 | 82 | 81 |
Winning Trades | 115 | 55 | 60 | 76 | 38 | 38 |
Losing Trades | 48 | 27 | 21 | 87 | 44 | 43 |
Profitability (%) | 70.5521 | 67.0732 | 74.0741 | 46.6258 | 46.3415 | 46.9136 |
Ratio Avg Win / Avg Loss | 0.7043 | 0.7188 | 0.6386 | 1.0348 | 1.0412 | 1.025 |
Largest Winning Trade | 29567 | 27881 | 29567 | 261707 | 137614 | 261707 |
Largest Losing Trade | -105313 | -26024 | -105313 | -857848 | -279428 | -857848 |
Avg Bars in Trades | 35 | 11 | 58 | 35 | 11 | 58 |
Avg Bars in Winners | 21 | 8 | 33 | 35 | 10 | 59 |
Avg Bars in Losers | 67 | 19 | 130 | 35 | 12 | 57 |
Bars Traded | 5718 | 978 | 4740 | 5718 | 978 | 4740 |
Profit Streak | 0 | 0 | 0 | 62.4439 | 62.4439 | 105.6939 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432302 | -108483 | -359 | -578595 | -584154 | -591311 |
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{ "first_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 1.16778 } }, "second_band": { "type": "kcl", "factors": { "length": 73, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 1.16778 } }, "second_band": { "type": "kcl", "factors": { "length": 73, "offset": 0, "scalar": 2 } } }
# | 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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