Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 682335.5982 | 678150.3324 | 4185.2658 | 342277.1253 | 309689.3654 | 32587.76 |
Total P&L (%) | 682.3356 | 678.1503 | 4.1853 | 342.2771 | 309.6894 | 32.5878 |
Avg Daily Profit (%) | 0.2721 | 0.2704 | 0.0017 | 0.0593 | 0.0562 | 0.0112 |
Buy And Hold Return (%) | 200.0253 | 200.0253 | 200.0253 | 200.0253 | 200.0253 | 200.0253 |
Max Trade Drawdown | -168104 | -123473 | -74216 | -4169031 | -3599978 | -1336249 |
Profit Factor | 2.2212 | 2.8065 | 1.0228 | 1.042 | 1.0521 | 1.0148 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Losing Trades | 24 | 13 | 11 | 24 | 13 | 11 |
Profitability (%) | 63.0769 | 59.375 | 66.6667 | 63.0769 | 59.375 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3002 | 1.9203 | 0.5114 | 0.6099 | 0.7198 | 0.5074 |
Largest Winning Trade | 369831 | 369831 | 29032 | 2812186 | 2812186 | 947603 |
Largest Losing Trade | -56240 | -56240 | -54567 | -1632130 | -1632130 | -1244218 |
Avg Bars in Trades | 108 | 201 | 17 | 108 | 201 | 17 |
Avg Bars in Winners | 70 | 139 | 11 | 70 | 139 | 11 |
Avg Bars in Losers | 172 | 293 | 30 | 172 | 293 | 30 |
Bars Traded | 7052 | 6460 | 592 | 7052 | 6460 | 592 |
Profit Streak | 0 | 169.7346 | 0 | 0 | 169.7346 | 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 | -125280 | 467853 | -551029 | -432878 | -290887 | -547102 |
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{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 4.54096 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 72, "offset": 0, "std": 4.54096 } } }
# | 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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