Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2926790.6306 | 2923083.4131 | 3707.2175 | 563100.2307 | 2019900.3537 | -1456800.123 |
Total P&L (%) | 2926.7906 | 2923.0834 | 3.7072 | 563.1002 | 2019.9004 | -1456.8001 |
Avg Daily Profit (%) | 1.3241 | 1.3225 | 0.0017 | 0.0856 | 0.1383 | 0 |
Buy And Hold Return (%) | 613.5088 | 613.5088 | 613.5088 | 613.5088 | 613.5088 | 613.5088 |
Max Trade Drawdown | -143795 | -110420 | -62504 | -5210701 | -2971492 | -2731135 |
Profit Factor | 6.0297 | 9.6704 | 1.0151 | 1.0555 | 1.3727 | 0.6919 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 33 | 13 | 20 | 33 | 13 | 20 |
Losing Trades | 49 | 28 | 21 | 49 | 28 | 21 |
Profitability (%) | 40.2439 | 31.7073 | 48.7805 | 40.2439 | 31.7073 | 48.7805 |
Ratio Avg Win / Avg Loss | 8.9532 | 20.8286 | 1.0659 | 1.5672 | 2.9567 | 0.7265 |
Largest Winning Trade | 2913816 | 2913816 | 28507 | 3504980 | 3504980 | 1033478 |
Largest Losing Trade | -46261 | -46261 | -33049 | -1191107 | -1127549 | -1191107 |
Avg Bars in Trades | 157 | 235 | 80 | 157 | 235 | 80 |
Avg Bars in Winners | 203 | 410 | 69 | 203 | 410 | 69 |
Avg Bars in Losers | 126 | 153 | 90 | 126 | 153 | 90 |
Bars Traded | 12922 | 9641 | 3281 | 12922 | 9641 | 3281 |
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 | 289452 | 486973 | -560653 | -414950 | -16328 | -581216 |
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{ "first_band": { "type": "kcu", "factors": { "length": 237, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 213, "offset": 0, "std": 3.01626 } } }
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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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