Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436868.3057 | 383602.6989 | 53265.6068 | 42137.7179 | 341151.654 | -299013.9361 |
Total P&L (%) | 436.8683 | 383.6027 | 53.2656 | 42.1377 | 341.1517 | -299.0139 |
Avg Daily Profit (%) | 0.2467 | 0.2167 | 0.0301 | 0.0199 | 0.0839 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -180411 | -102292 | -124887 | -1025672 | -747642 | -954107 |
Profit Factor | 1.5067 | 1.7574 | 1.1498 | 1.0097 | 1.1345 | 0.8359 |
Total Trades | 139 | 69 | 70 | 139 | 69 | 70 |
Winning Trades | 64 | 31 | 33 | 64 | 31 | 33 |
Losing Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Profitability (%) | 46.0432 | 44.9275 | 47.1429 | 46.0432 | 44.9275 | 47.1429 |
Ratio Avg Win / Avg Loss | 1.7657 | 2.1543 | 1.2891 | 1.1832 | 1.3907 | 0.9372 |
Largest Winning Trade | 183262 | 183262 | 72253 | 462233 | 376200 | 462233 |
Largest Losing Trade | -74545 | -48245 | -74545 | -726321 | -353809 | -726321 |
Avg Bars in Trades | 48 | 54 | 43 | 48 | 54 | 43 |
Avg Bars in Winners | 64 | 67 | 62 | 64 | 67 | 62 |
Avg Bars in Losers | 35 | 44 | 26 | 35 | 44 | 26 |
Bars Traded | 6806 | 3774 | 3033 | 6806 | 3774 | 3033 |
Profit Streak | 43.1807 | 55.6807 | 43.1807 | 43.1807 | 55.6807 | 43.1807 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 370639 | -91853 | -304611 | -378430 | -256482 | -675794 |
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 34, "offset": 0, "std": 3.48139 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 156, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 34, "offset": 0, "std": 3.48139 } } }
# | 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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