Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1332694.3536 | 1253389.0625 | 79305.2911 | 3421210.8499 | 3510807.6032 | -89596.7533 |
Total P&L (%) | 1332.6944 | 1253.3891 | 79.3053 | 3421.2109 | 3510.8076 | -89.5968 |
Avg Daily Profit (%) | 0.5328 | 0.5011 | 0.0317 | 0.1425 | 0.1435 | -0.0904 |
Buy And Hold Return (%) | 453.567 | 453.567 | 453.567 | 453.567 | 453.567 | 453.567 |
Max Trade Drawdown | -124226 | -73721 | -82891 | -14328788 | -7888271 | -9998797 |
Profit Factor | 3.7634 | 6.6575 | 1.3042 | 1.1133 | 1.233 | 0.9941 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 44 | 23 | 21 | 44 | 23 | 21 |
Profitability (%) | 36.2319 | 34.2857 | 38.2353 | 36.2319 | 34.2857 | 38.2353 |
Ratio Avg Win / Avg Loss | 6.6235 | 12.7601 | 2.1067 | 1.9594 | 2.3633 | 1.6058 |
Largest Winning Trade | 884286 | 884286 | 55869 | 5481293 | 5481293 | 4071597 |
Largest Losing Trade | -40725 | -22084 | -40725 | -3133647 | -2534036 | -3133647 |
Avg Bars in Trades | 141 | 126 | 155 | 141 | 126 | 155 |
Avg Bars in Winners | 288 | 265 | 308 | 288 | 265 | 308 |
Avg Bars in Losers | 57 | 54 | 61 | 57 | 54 | 61 |
Bars Traded | 9736 | 4435 | 5301 | 9736 | 4435 | 5301 |
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 | -97027 | 349105 | -319681 | -208802 | -6402 | -582592 |
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{ "first_band": { "type": "kcb", "factors": { "length": 167, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 31, "offset": 0, "std": 3.50754 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 167, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbm", "factors": { "length": 31, "offset": 0, "std": 3.50754 } } }
# | 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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