Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1501562.4978 | 114379.0645 | -1615941.5624 | -1074709.0846 | 17820052.9734 | -18894762.058 |
Total P&L (%) | -1501.5625 | 114.3791 | -1615.9416 | -1074.7091 | 17820.053 | -18894.7621 |
Avg Daily Profit (%) | -0.5998 | 0.0457 | -0.6455 | 0 | 0.2075 | 0 |
Buy And Hold Return (%) | 1472.1443 | 1472.1443 | 1472.1443 | 1472.1443 | 1472.1443 | 1472.1443 |
Max Trade Drawdown | -1718717 | -12708 | -1744905 | -68380582 | -2402676 | -70351118 |
Profit Factor | 0.2781 | 3.4293 | 0.2051 | 0.9892 | 3.541 | 0.795 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 48 | 24 | 24 | 43 | 21 | 22 |
Losing Trades | 19 | 10 | 9 | 24 | 13 | 11 |
Profitability (%) | 71.6418 | 70.5882 | 72.7273 | 64.1791 | 61.7647 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.1101 | 1.4289 | 0.0769 | 0.5521 | 2.1921 | 0.3975 |
Largest Winning Trade | 43903 | 30016 | 43903 | 9714608 | 6093254 | 9714608 |
Largest Losing Trade | -1491592 | -12708 | -1491592 | -44115174 | -2402676 | -44115174 |
Avg Bars in Trades | 130 | 26 | 237 | 130 | 26 | 237 |
Avg Bars in Winners | 79 | 27 | 132 | 114 | 29 | 196 |
Avg Bars in Losers | 257 | 23 | 517 | 157 | 20 | 318 |
Bars Traded | 8710 | 887 | 7823 | 8710 | 887 | 7823 |
Profit Streak | 0 | 0 | 0 | 113.7221 | 239.7221 | 113.7221 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -698972 | -289284 | -577856 | -698586 | 633046 | -578079 |
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{ "first_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 4.85632 } }, "second_band": { "type": "kcl", "factors": { "length": 84, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 30, "offset": 0, "std": 4.85632 } }, "second_band": { "type": "kcl", "factors": { "length": 84, "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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