Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 94804.7566 | 240974.6323 | -146169.8756 | 21302590.3543 | -4365529.7926 | 25668120.1469 |
Total P&L (%) | 94.8048 | 240.9746 | -146.1699 | 21302.5904 | -4365.5298 | 25668.1201 |
Avg Daily Profit (%) | 0.0436 | 0.1109 | -0.0673 | 0.2472 | 0 | 0.2558 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -462667 | -110449 | -486155 | -26357632 | -26682738 | -7609316 |
Profit Factor | 1.0864 | 1.7948 | 0.816 | 1.2537 | 0.9092 | 1.7157 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 129 | 62 | 67 | 123 | 61 | 62 |
Losing Trades | 74 | 40 | 34 | 80 | 41 | 39 |
Profitability (%) | 63.5468 | 60.7843 | 66.3366 | 60.5911 | 59.8039 | 61.3861 |
Ratio Avg Win / Avg Loss | 0.6232 | 1.1579 | 0.4141 | 0.8154 | 0.6111 | 1.0792 |
Largest Winning Trade | 68883 | 68883 | 63724 | 7685371 | 5436722 | 7685371 |
Largest Losing Trade | -343463 | -28913 | -343463 | -5751559 | -4776659 | -5751559 |
Avg Bars in Trades | 60 | 31 | 90 | 60 | 31 | 90 |
Avg Bars in Winners | 52 | 28 | 75 | 58 | 28 | 86 |
Avg Bars in Losers | 73 | 34 | 119 | 64 | 35 | 95 |
Bars Traded | 12300 | 3183 | 9117 | 12300 | 3183 | 9117 |
Profit Streak | 0 | 0 | 184.364 | 0 | 0 | 184.364 |
Trades During Streak | 0 | 0 | 9 | 0 | 0 | 9 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -259017 | -41560 | -577148 | 324401 | -579789 | 481144 |
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{ "first_band": { "type": "bbu", "factors": { "length": 26, "offset": 0, "std": 3.18735 } }, "second_band": { "type": "kcb", "factors": { "length": 201, "offset": 0, "scalar": 4 } } }
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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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