Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13041639.3788 | 13022488.4186 | 19150.9602 | 11016797.3354 | 12622526.2672 | -1605728.9318 |
Total P&L (%) | 13041.6394 | 13022.4884 | 19.151 | 11016.7973 | 12622.5263 | -1605.7289 |
Avg Daily Profit (%) | 5.7427 | 5.7343 | 0.0084 | 0.2077 | 0.2136 | 0 |
Buy And Hold Return (%) | 8231.008 | 8231.008 | 8231.008 | 8231.008 | 8231.008 | 8231.008 |
Max Trade Drawdown | -105671 | -104699 | -37057 | -8728659 | -7621734 | -5945862 |
Profit Factor | 37.685 | 60.8669 | 1.1388 | 1.4466 | 1.9368 | 0.8565 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 31 | 15 | 16 | 31 | 15 | 16 |
Losing Trades | 29 | 15 | 14 | 29 | 15 | 14 |
Profitability (%) | 51.6667 | 50 | 53.3333 | 51.6667 | 50 | 53.3333 |
Ratio Avg Win / Avg Loss | 35.2537 | 60.8669 | 0.9964 | 1.3533 | 1.9368 | 0.7495 |
Largest Winning Trade | 12939800 | 12939800 | 36405 | 11417364 | 11417364 | 3144663 |
Largest Losing Trade | -38912 | -38912 | -28521 | -3415386 | -3415386 | -3024227 |
Avg Bars in Trades | 215 | 376 | 53 | 215 | 376 | 53 |
Avg Bars in Winners | 236 | 425 | 59 | 236 | 425 | 59 |
Avg Bars in Losers | 193 | 328 | 47 | 193 | 328 | 47 |
Bars Traded | 12921 | 11307 | 1614 | 12921 | 11307 | 1614 |
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 | -158470 | 530992 | -416473 | -224682 | 64303 | -580393 |
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{ "first_band": { "type": "kcu", "factors": { "length": 223, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 241, "offset": 0, "std": 3.49214 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 223, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 241, "offset": 0, "std": 3.49214 } } }
# | 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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