Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1152677.3046 | 1187978.6196 | -35301.315 | 100542.3743 | 543213.1172 | -442670.7429 |
Total P&L (%) | 1152.6773 | 1187.9786 | -35.3013 | 100.5424 | 543.2131 | -442.6707 |
Avg Daily Profit (%) | 0.6124 | 0.6312 | -0.0188 | 0.037 | 0.0989 | 0 |
Buy And Hold Return (%) | 236.2958 | 236.2958 | 236.2958 | 236.2958 | 236.2958 | 236.2958 |
Max Trade Drawdown | -230052 | -195690 | -83384 | -2719744 | -2337396 | -856088 |
Profit Factor | 2.2503 | 3.0393 | 0.896 | 1.0167 | 1.1442 | 0.8047 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 78 | 28 | 50 | 78 | 28 | 50 |
Losing Trades | 129 | 75 | 54 | 129 | 75 | 54 |
Profitability (%) | 37.6812 | 27.1845 | 48.0769 | 37.6812 | 27.1845 | 48.0769 |
Ratio Avg Win / Avg Loss | 3.7217 | 8.1411 | 0.9677 | 1.6814 | 3.065 | 0.8691 |
Largest Winning Trade | 933063 | 933063 | 22524 | 2098946 | 2098946 | 182901 |
Largest Losing Trade | -33712 | -33712 | -21357 | -803238 | -803238 | -321372 |
Avg Bars in Trades | 107 | 184 | 30 | 107 | 184 | 30 |
Avg Bars in Winners | 153 | 371 | 32 | 153 | 371 | 32 |
Avg Bars in Losers | 78 | 114 | 29 | 78 | 114 | 29 |
Bars Traded | 22174 | 18973 | 3201 | 22174 | 18973 | 3201 |
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 | 385111 | -4252 | -581803 | -514066 | -146569 | -581803 |
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{ "first_band": { "type": "kcb", "factors": { "length": 209, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 190, "offset": 0, "std": 2.6274 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 209, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 190, "offset": 0, "std": 2.6274 } } }
# | 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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