Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1357627.1979 | 1392857.1386 | -35229.9407 | 133101.9877 | 263684.0581 | -130582.0704 |
Total P&L (%) | 1357.6272 | 1392.8571 | -35.2299 | 133.102 | 263.6841 | -130.5821 |
Avg Daily Profit (%) | 0.5726 | 0.5875 | -0.0149 | 0.0357 | 0.0545 | 0 |
Buy And Hold Return (%) | 468.4734 | 468.4734 | 468.4734 | 468.4734 | 468.4734 | 468.4734 |
Max Trade Drawdown | -219080 | -159821 | -186439 | -1928441 | -1068174 | -1063773 |
Profit Factor | 2.8693 | 5.6075 | 0.9169 | 1.0397 | 1.1912 | 0.9339 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 50.7246 | 47.0588 | 54.2857 | 50.7246 | 47.0588 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.7873 | 6.3084 | 0.7721 | 1.01 | 1.3401 | 0.7864 |
Largest Winning Trade | 1214792 | 1214792 | 52149 | 608177 | 550584 | 608177 |
Largest Losing Trade | -49833 | -43326 | -49833 | -932059 | -406530 | -932059 |
Avg Bars in Trades | 99 | 96 | 102 | 99 | 96 | 102 |
Avg Bars in Winners | 116 | 127 | 106 | 116 | 127 | 106 |
Avg Bars in Losers | 82 | 68 | 97 | 82 | 68 | 97 |
Bars Traded | 6857 | 3284 | 3573 | 6857 | 3284 | 3573 |
Profit Streak | 43.8864 | 0 | 79.2197 | 43.8864 | 0 | 79.2197 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91853 | 550577 | -579674 | -593223 | -297352 | -579674 |
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{ "first_band": { "type": "kcu", "factors": { "length": 199, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 2.46465 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 199, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 237, "offset": 0, "std": 2.46465 } } }
# | 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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