Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 294995.5309 | 88705.2249 | 206290.3061 | -1712254.9524 | 47589.4249 | -1759844.3772 |
Total P&L (%) | 294.9955 | 88.7052 | 206.2903 | -1712.255 | 47.5894 | -1759.8444 |
Avg Daily Profit (%) | 0.1938 | 0.0583 | 0.1355 | 0 | 0.0256 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150767 | -20784 | -157364 | -2526214 | -235069 | -2395537 |
Profit Factor | 1.7207 | 1.6993 | 1.7303 | 0.5569 | 1.0523 | 0.4044 |
Total Trades | 149 | 75 | 74 | 149 | 75 | 74 |
Winning Trades | 93 | 41 | 52 | 72 | 41 | 31 |
Losing Trades | 56 | 34 | 22 | 77 | 34 | 43 |
Profitability (%) | 62.4161 | 54.6667 | 70.2703 | 48.3221 | 54.6667 | 41.8919 |
Ratio Avg Win / Avg Loss | 1.0361 | 1.4092 | 0.732 | 0.5956 | 0.8727 | 0.561 |
Largest Winning Trade | 53426 | 39321 | 53426 | 177245 | 77190 | 177245 |
Largest Losing Trade | -149245 | -8230 | -149245 | -875504 | -117322 | -875504 |
Avg Bars in Trades | 36 | 4 | 67 | 36 | 4 | 67 |
Avg Bars in Winners | 30 | 5 | 49 | 26 | 4 | 55 |
Avg Bars in Losers | 46 | 3 | 112 | 45 | 6 | 76 |
Bars Traded | 5389 | 370 | 5019 | 5389 | 370 | 5019 |
Profit Streak | 9.6378 | 9.8878 | 0 | 0 | 0 | 10.6378 |
Trades During Streak | 1 | 1 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 445924 | -168135 | -73167 | -581036 | -380696 | -647740 |
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{ "first_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.86656 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 4, "offset": 0, "std": 2.86656 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "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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