Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1951656.7166 | 1947794.7968 | 3861.9197 | 912572.5406 | 709204.7467 | 203367.7939 |
Total P&L (%) | 1951.6567 | 1947.7948 | 3.8619 | 912.5725 | 709.2047 | 203.3678 |
Avg Daily Profit (%) | 0.865 | 0.8633 | 0.0017 | 0.1027 | 0.0927 | 0.0492 |
Buy And Hold Return (%) | 507.2398 | 507.2398 | 507.2398 | 507.2398 | 507.2398 | 507.2398 |
Max Trade Drawdown | -95825 | -92258 | -64274 | -3393134 | -2639322 | -1671512 |
Profit Factor | 3.7833 | 6.6113 | 1.0109 | 1.0696 | 1.1138 | 1.0295 |
Total Trades | 155 | 78 | 77 | 155 | 78 | 77 |
Winning Trades | 62 | 27 | 35 | 62 | 27 | 35 |
Losing Trades | 93 | 51 | 42 | 93 | 51 | 42 |
Profitability (%) | 40 | 34.6154 | 45.4545 | 40 | 34.6154 | 45.4545 |
Ratio Avg Win / Avg Loss | 5.6749 | 12.4879 | 1.2131 | 1.6043 | 2.1038 | 1.2354 |
Largest Winning Trade | 1674242 | 1674242 | 48386 | 2205669 | 2205669 | 871245 |
Largest Losing Trade | -35825 | -30857 | -35825 | -1306665 | -704849 | -1306665 |
Avg Bars in Trades | 39 | 49 | 29 | 39 | 49 | 29 |
Avg Bars in Winners | 68 | 103 | 42 | 68 | 103 | 42 |
Avg Bars in Losers | 20 | 21 | 19 | 20 | 21 | 19 |
Bars Traded | 6176 | 3873 | 2303 | 6176 | 3873 | 2303 |
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 | 528863 | -21056 | -608278 | -209729 | -245393 | -524482 |
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{ "first_band": { "type": "kcb", "factors": { "length": 220, "offset": 186, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 202, "offset": 0, "std": 3.59856 } } }
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# | 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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