Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1801336.2475 | 1845836.9921 | -44500.7447 | 152572.1672 | 1191523.5926 | -1038951.4254 |
Total P&L (%) | 1801.3362 | 1845.837 | -44.5007 | 152.5722 | 1191.5236 | -1038.9514 |
Avg Daily Profit (%) | 0.7582 | 0.777 | -0.0187 | 0.039 | 0.1078 | 0 |
Buy And Hold Return (%) | 467.0276 | 467.0276 | 467.0276 | 467.0276 | 467.0276 | 467.0276 |
Max Trade Drawdown | -181142 | -157272 | -99324 | -3242695 | -2660436 | -1418662 |
Profit Factor | 2.3501 | 3.573 | 0.9279 | 1.0125 | 1.1803 | 0.8155 |
Total Trades | 354 | 177 | 177 | 354 | 177 | 177 |
Winning Trades | 113 | 49 | 64 | 113 | 49 | 64 |
Losing Trades | 241 | 128 | 113 | 241 | 128 | 113 |
Profitability (%) | 31.9209 | 27.6836 | 36.1582 | 31.9209 | 27.6836 | 36.1582 |
Ratio Avg Win / Avg Loss | 5.0121 | 9.3336 | 1.6383 | 2.1593 | 3.0832 | 1.4399 |
Largest Winning Trade | 1604186 | 1604186 | 56181 | 3226365 | 3226365 | 632974 |
Largest Losing Trade | -30896 | -30896 | -26757 | -637358 | -637358 | -390604 |
Avg Bars in Trades | 39 | 46 | 32 | 39 | 46 | 32 |
Avg Bars in Winners | 80 | 111 | 57 | 80 | 111 | 57 |
Avg Bars in Losers | 20 | 21 | 18 | 20 | 21 | 18 |
Bars Traded | 14051 | 8271 | 5779 | 14051 | 8271 | 5779 |
Profit Streak | 2.8171 | 0 | 7.9838 | 2.8171 | 0 | 7.9838 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303685 | -162 | -582336 | -518779 | -90961 | -583447 |
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{ "first_band": { "type": "kcb", "factors": { "length": 121, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 1.68661 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 121, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 8, "offset": 0, "std": 1.68661 } } }
# | 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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