Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1406270.5448 | 27549.4818 | -1433820.0265 | 336064.1031 | -2456199.0773 | 2792263.1804 |
Total P&L (%) | -1406.2705 | 27.5495 | -1433.82 | 336.0641 | -2456.1991 | 2792.2632 |
Avg Daily Profit (%) | -0.7819 | 0.0153 | -0.7972 | 0.0819 | 0 | 0.1873 |
Buy And Hold Return (%) | 276.2848 | 276.2848 | 276.2848 | 276.2848 | 276.2848 | 276.2848 |
Max Trade Drawdown | -1650682 | -183115 | -1572555 | -4782496 | -4819917 | -2671645 |
Profit Factor | 0.4613 | 1.0506 | 0.306 | 1.0177 | 0.7344 | 1.2864 |
Total Trades | 312 | 156 | 156 | 312 | 156 | 156 |
Winning Trades | 178 | 92 | 86 | 178 | 90 | 88 |
Losing Trades | 134 | 64 | 70 | 134 | 66 | 68 |
Profitability (%) | 57.0513 | 58.9744 | 55.1282 | 57.0513 | 57.6923 | 56.4103 |
Ratio Avg Win / Avg Loss | 0.3473 | 0.7309 | 0.2491 | 0.7661 | 0.5385 | 0.9941 |
Largest Winning Trade | 65902 | 65902 | 47537 | 3195016 | 1899897 | 3195016 |
Largest Losing Trade | -863469 | -44991 | -863469 | -1690138 | -1573229 | -1690138 |
Avg Bars in Trades | 22 | 19 | 24 | 22 | 19 | 24 |
Avg Bars in Winners | 17 | 13 | 21 | 19 | 14 | 23 |
Avg Bars in Losers | 28 | 29 | 28 | 26 | 27 | 25 |
Bars Traded | 6933 | 3117 | 3815 | 6933 | 3117 | 3815 |
Profit Streak | 29.2754 | 101.5254 | 29.2754 | 29.2754 | 101.5254 | 29.2754 |
Trades During Streak | 4 | 13 | 2 | 4 | 13 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576453 | -501309 | -578568 | -380458 | -577567 | 311010 |
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{ "first_band": { "type": "kcl", "factors": { "length": 12, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 138, "offset": 0, "std": 2.20168 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 12, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 138, "offset": 0, "std": 2.20168 } } }
# | 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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