Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1522791.7944 | 1458288.804 | 64502.9904 | 29623051.5619 | 45552834.4797 | -15929782.9178 |
Total P&L (%) | 1522.7918 | 1458.2888 | 64.503 | 29623.0516 | 45552.8345 | -15929.7829 |
Avg Daily Profit (%) | 0.7312 | 0.7002 | 0.031 | 0.2738 | 0.2945 | 0 |
Buy And Hold Return (%) | 10271.3927 | 10271.3927 | 10271.3927 | 10271.3927 | 10271.3927 | 10271.3927 |
Max Trade Drawdown | -112972 | -84416 | -60154 | -67278164 | -38406160 | -36982223 |
Profit Factor | 6.2213 | 8.7237 | 1.6272 | 1.2582 | 1.6321 | 0.6268 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 35 | 17 | 18 | 35 | 17 | 18 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 53.8462 | 53.125 | 54.5455 | 53.8462 | 53.125 | 54.5455 |
Ratio Avg Win / Avg Loss | 5.3325 | 7.6973 | 1.356 | 1.0784 | 1.4401 | 0.5224 |
Largest Winning Trade | 726019 | 726019 | 24745 | 48828816 | 48828816 | 5882276 |
Largest Losing Trade | -60259 | -60259 | -21363 | -29692760 | -29692760 | -16754698 |
Avg Bars in Trades | 377 | 737 | 28 | 377 | 737 | 28 |
Avg Bars in Winners | 250 | 484 | 30 | 250 | 484 | 30 |
Avg Bars in Losers | 525 | 1025 | 26 | 525 | 1025 | 26 |
Bars Traded | 24544 | 23611 | 933 | 24544 | 23611 | 933 |
Profit Streak | 62.968 | 62.968 | 69.8846 | 62.968 | 62.968 | 69.8846 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -278784 | -144004 | -313506 | -128830 | 357153 | -578967 |
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{ "first_band": { "type": "bbl", "factors": { "length": 226, "offset": 0, "std": 1.84087 } }, "second_band": { "type": "kcb", "factors": { "length": 206, "offset": 0, "scalar": 3 } } }
# | 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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