Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1343676.9706 | -83143.3083 | -1260533.6624 | -112076.6471 | -1689945.5538 | 1577868.9067 |
Total P&L (%) | -1343.677 | -83.1433 | -1260.5337 | -112.0766 | -1689.9456 | 1577.8689 |
Avg Daily Profit (%) | -0.7164 | -0.0443 | -0.6721 | 0 | 0 | 0.1505 |
Buy And Hold Return (%) | 201.4422 | 201.4422 | 201.4422 | 201.4422 | 201.4422 | 201.4422 |
Max Trade Drawdown | -1365520 | -112074 | -383530 | -2653078 | -2016690 | -1137218 |
Profit Factor | 0.3077 | 0.7276 | 0.2293 | 0.9807 | 0.4295 | 1.5555 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 45 | 22 | 23 | 42 | 19 | 23 |
Losing Trades | 40 | 21 | 19 | 43 | 24 | 19 |
Profitability (%) | 52.9412 | 51.1628 | 54.7619 | 49.4118 | 44.186 | 54.7619 |
Ratio Avg Win / Avg Loss | 0.2735 | 0.6945 | 0.1895 | 1.004 | 0.5425 | 1.285 |
Largest Winning Trade | 46640 | 46640 | 36352 | 2245678 | 271553 | 2245678 |
Largest Losing Trade | -914614 | -47398 | -914614 | -1231672 | -1231672 | -851883 |
Avg Bars in Trades | 82 | 34 | 131 | 82 | 34 | 131 |
Avg Bars in Winners | 53 | 28 | 78 | 75 | 34 | 108 |
Avg Bars in Losers | 114 | 41 | 196 | 89 | 34 | 159 |
Bars Traded | 7006 | 1479 | 5526 | 7006 | 1479 | 5526 |
Profit Streak | 112.4967 | 173.9967 | 112.4967 | 0 | 0 | 0 |
Trades During Streak | 3 | 2 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578816 | -579607 | -579554 | -579112 | -582988 | 357132 |
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{ "first_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 1.4901 } }, "second_band": { "type": "kcb", "factors": { "length": 103, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 40, "offset": 0, "std": 1.4901 } }, "second_band": { "type": "kcb", "factors": { "length": 103, "offset": 0, "scalar": 5 } } }
# | 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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