Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 609161.8584 | 647750.6693 | -38588.811 | -2859.7942 | 20306.3378 | -23166.1319 |
Total P&L (%) | 609.1619 | 647.7507 | -38.5888 | -2.8598 | 20.3063 | -23.1661 |
Avg Daily Profit (%) | 0.3315 | 0.3525 | -0.021 | -0.0016 | 0.0101 | -0.0143 |
Buy And Hold Return (%) | 56.5657 | 56.5657 | 56.5657 | 56.5657 | 56.5657 | 56.5657 |
Max Trade Drawdown | -193583 | -146092 | -87053 | -366903 | -361929 | -84352 |
Profit Factor | 1.7867 | 2.2412 | 0.8472 | 0.9975 | 1.0239 | 0.9226 |
Total Trades | 140 | 70 | 70 | 140 | 70 | 70 |
Winning Trades | 68 | 33 | 35 | 68 | 33 | 35 |
Losing Trades | 72 | 37 | 35 | 72 | 37 | 35 |
Profitability (%) | 48.5714 | 47.1429 | 50 | 48.5714 | 47.1429 | 50 |
Ratio Avg Win / Avg Loss | 1.8918 | 2.5129 | 0.8472 | 1.0562 | 1.1481 | 0.9226 |
Largest Winning Trade | 608615 | 608615 | 26653 | 342529 | 342529 | 68974 |
Largest Losing Trade | -48013 | -40837 | -48013 | -129568 | -129568 | -39033 |
Avg Bars in Trades | 155 | 272 | 38 | 155 | 272 | 38 |
Avg Bars in Winners | 169 | 314 | 31 | 169 | 314 | 31 |
Avg Bars in Losers | 142 | 234 | 45 | 142 | 234 | 45 |
Bars Traded | 21759 | 19065 | 2694 | 21759 | 19065 | 2694 |
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 | 445143 | -81962 | -675236 | -579296 | -634928 | -675236 |
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{ "first_band": { "type": "kcl", "factors": { "length": 115, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 3.76698 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 115, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 154, "offset": 0, "std": 3.76698 } } }
# | 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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