Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1592456.708 | 1667903.9485 | -75447.2405 | -87041.5626 | -54788.6644 | -32252.8982 |
Total P&L (%) | 1592.4567 | 1667.9039 | -75.4472 | -87.0416 | -54.7887 | -32.2529 |
Avg Daily Profit (%) | 0.7644 | 0.8006 | -0.0362 | -0.098 | -0.0381 | -0.0187 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -332366 | -285368 | -91626 | -1215403 | -1049046 | -174011 |
Profit Factor | 2.698 | 3.3832 | 0.683 | 0.96 | 0.9696 | 0.9128 |
Total Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Winning Trades | 49 | 21 | 28 | 49 | 21 | 28 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 35.7664 | 30.8824 | 40.5797 | 35.7664 | 30.8824 | 40.5797 |
Ratio Avg Win / Avg Loss | 4.8453 | 7.572 | 1.0001 | 1.724 | 2.1702 | 1.3366 |
Largest Winning Trade | 1839720 | 1839720 | 15764 | 775383 | 775383 | 141704 |
Largest Losing Trade | -52964 | -52964 | -31258 | -460241 | -460241 | -91397 |
Avg Bars in Trades | 178 | 339 | 19 | 178 | 339 | 19 |
Avg Bars in Winners | 281 | 630 | 20 | 281 | 630 | 20 |
Avg Bars in Losers | 121 | 209 | 19 | 121 | 209 | 19 |
Bars Traded | 24475 | 23098 | 1377 | 24475 | 23098 | 1377 |
Profit Streak | 0 | 6.5081 | 0 | 0 | 6.5081 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462105 | -96566 | -684455 | -583172 | -694202 | -684455 |
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 183, "offset": 0, "std": 3.81637 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 153, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 183, "offset": 0, "std": 3.81637 } } }
# | 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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