Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1395820.4134 | 43347.7646 | -1439168.178 | 10395567.068 | -2708836.5573 | 13104403.6253 |
Total P&L (%) | -1395.8204 | 43.3478 | -1439.1682 | 10395.5671 | -2708.8366 | 13104.4036 |
Avg Daily Profit (%) | -0.6407 | 0.0199 | -0.6606 | 0.2138 | 0 | 0.2244 |
Buy And Hold Return (%) | 290.5273 | 290.5273 | 290.5273 | 290.5273 | 290.5273 | 290.5273 |
Max Trade Drawdown | -1638349 | -75231 | -1613888 | -6622029 | -7769445 | -2095606 |
Profit Factor | 0.3854 | 1.1297 | 0.2569 | 1.4951 | 0.8052 | 2.8492 |
Total Trades | 164 | 82 | 82 | 164 | 82 | 82 |
Winning Trades | 111 | 51 | 60 | 89 | 41 | 48 |
Losing Trades | 53 | 31 | 22 | 75 | 41 | 34 |
Profitability (%) | 67.6829 | 62.1951 | 73.1707 | 54.2683 | 50 | 58.5366 |
Ratio Avg Win / Avg Loss | 0.184 | 0.6867 | 0.0942 | 1.2599 | 0.8052 | 2.0182 |
Largest Winning Trade | 25015 | 25015 | 23210 | 5361751 | 1644788 | 5361751 |
Largest Losing Trade | -999495 | -56540 | -999495 | -3735510 | -3735510 | -1457605 |
Avg Bars in Trades | 38 | 20 | 56 | 38 | 20 | 56 |
Avg Bars in Winners | 18 | 13 | 22 | 33 | 13 | 51 |
Avg Bars in Losers | 81 | 33 | 150 | 44 | 28 | 63 |
Bars Traded | 6341 | 1715 | 4626 | 6341 | 1715 | 4626 |
Profit Streak | 33.3306 | 33.3306 | 69.9973 | 33.3306 | 33.3306 | 69.9973 |
Trades During Streak | 2 | 1 | 4 | 2 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576631 | -413338 | -580524 | 426223 | -584417 | 433486 |
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{ "first_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 2.04725 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 2.04725 } }, "second_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 1 } } }
# | 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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