Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 574147.7383 | 247244.4998 | 326903.2385 | -15043037.2411 | -4943956.321 | -10099080.9201 |
Total P&L (%) | 574.1477 | 247.2445 | 326.9032 | -15043.0372 | -4943.9563 | -10099.0809 |
Avg Daily Profit (%) | 0.3442 | 0.1482 | 0.196 | 0 | 0 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -145491 | -32361 | -146213 | -15481254 | -5160772 | -10323634 |
Profit Factor | 2.5187 | 3.7388 | 2.136 | 0.4198 | 0.3919 | 0.4326 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 54 | 26 | 28 | 27 | 16 | 11 |
Losing Trades | 23 | 13 | 10 | 50 | 23 | 27 |
Profitability (%) | 70.1299 | 66.6667 | 73.6842 | 35.0649 | 41.0256 | 28.9474 |
Ratio Avg Win / Avg Loss | 1.0728 | 1.8694 | 0.7628 | 0.7775 | 0.5633 | 1.0619 |
Largest Winning Trade | 50214 | 40506 | 50214 | 4220086 | 1944674 | 4220086 |
Largest Losing Trade | -145491 | -31451 | -145491 | -2314397 | -1421496 | -2314397 |
Avg Bars in Trades | 253 | 78 | 432 | 253 | 78 | 432 |
Avg Bars in Winners | 217 | 83 | 341 | 280 | 57 | 603 |
Avg Bars in Losers | 337 | 68 | 686 | 238 | 92 | 363 |
Bars Traded | 19487 | 3046 | 16441 | 19487 | 3046 | 16441 |
Profit Streak | 281.5988 | 281.5988 | 288.3488 | 0 | 0 | 0 |
Trades During Streak | 12 | 6 | 6 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -28896 | 549621 | 481230 | -632863 | -584247 | -591515 |
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{ "first_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 4.35828 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 4.35828 } }, "second_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 2 } } }
# | 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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