Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2171070.4975 | 2195595.8716 | -24525.3741 | 299093.134 | 1451008.1679 | -1151915.0339 |
Total P&L (%) | 2171.0705 | 2195.5959 | -24.5254 | 299.0931 | 1451.0082 | -1151.915 |
Avg Daily Profit (%) | 0.9204 | 0.9308 | -0.0104 | 0.0587 | 0.1163 | 0 |
Buy And Hold Return (%) | 567.8477 | 567.8477 | 567.8477 | 567.8477 | 567.8477 | 567.8477 |
Max Trade Drawdown | -207133 | -196278 | -35302 | -8700332 | -7723636 | -1179395 |
Profit Factor | 2.9224 | 3.3845 | 0.8824 | 1.0155 | 1.0895 | 0.6324 |
Total Trades | 293 | 146 | 147 | 293 | 146 | 147 |
Winning Trades | 120 | 50 | 70 | 120 | 50 | 70 |
Losing Trades | 173 | 96 | 77 | 173 | 96 | 77 |
Profitability (%) | 40.9556 | 34.2466 | 47.619 | 40.9556 | 34.2466 | 47.619 |
Ratio Avg Win / Avg Loss | 4.2131 | 6.4983 | 0.9707 | 1.464 | 2.0919 | 0.6956 |
Largest Winning Trade | 1840141 | 1840141 | 17796 | 8630417 | 8630417 | 263339 |
Largest Losing Trade | -45949 | -45949 | -24852 | -2696890 | -2696890 | -261624 |
Avg Bars in Trades | 48 | 93 | 2 | 48 | 93 | 2 |
Avg Bars in Winners | 68 | 160 | 2 | 68 | 160 | 2 |
Avg Bars in Losers | 33 | 58 | 3 | 33 | 58 | 3 |
Bars Traded | 14077 | 13650 | 427 | 14077 | 13650 | 427 |
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 | 521522 | 400207 | -581591 | -485828 | -168057 | -581591 |
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{ "first_band": { "type": "kcb", "factors": { "length": 21, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 2.92634 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 21, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 205, "offset": 0, "std": 2.92634 } } }
# | 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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