Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -500830.2988 | 153976.4263 | -654806.7251 | 3600181.291 | 5626954.9554 | -2026773.6644 |
Total P&L (%) | -500.8303 | 153.9764 | -654.8067 | 3600.1813 | 5626.955 | -2026.7737 |
Avg Daily Profit (%) | -0.2404 | 0.0739 | -0.3143 | 0.1735 | 0.1945 | 0 |
Buy And Hold Return (%) | 180.0645 | 180.0645 | 180.0645 | 180.0645 | 180.0645 | 180.0645 |
Max Trade Drawdown | -829446 | -23673 | -836949 | -20692753 | -1493213 | -20293817 |
Profit Factor | 0.5757 | 3.1309 | 0.4091 | 1.0924 | 1.9546 | 0.9387 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 54 | 28 | 26 | 54 | 27 | 27 |
Losing Trades | 29 | 14 | 15 | 29 | 15 | 14 |
Profitability (%) | 65.0602 | 66.6667 | 63.4146 | 65.0602 | 64.2857 | 65.8537 |
Ratio Avg Win / Avg Loss | 0.3092 | 1.5655 | 0.236 | 0.5867 | 1.0859 | 0.4867 |
Largest Winning Trade | 54017 | 30449 | 54017 | 3385210 | 1640189 | 3385210 |
Largest Losing Trade | -578218 | -14863 | -578218 | -17527019 | -1493213 | -17527019 |
Avg Bars in Trades | 294 | 49 | 546 | 294 | 49 | 546 |
Avg Bars in Winners | 169 | 46 | 301 | 224 | 46 | 402 |
Avg Bars in Losers | 528 | 53 | 971 | 425 | 53 | 823 |
Bars Traded | 24469 | 2066 | 22404 | 24469 | 2066 | 22404 |
Profit Streak | 9.399 | 107.9824 | 0 | 9.399 | 107.9824 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -579159 | -251290 | -579003 | -111113 | 469768 | -578687 |
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{ "first_band": { "type": "bbu", "factors": { "length": 57, "offset": 0, "std": 1.21627 } }, "second_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 3 } } }
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# | 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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