Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -598392.8865 | 59303.8689 | -657696.7554 | 4857660.8655 | 2053238.8741 | 2804421.9914 |
Total P&L (%) | -598.3929 | 59.3039 | -657.6968 | 4857.6609 | 2053.2389 | 2804.422 |
Avg Daily Profit (%) | -0.3283 | 0.0325 | -0.3609 | 0.2144 | 0.1686 | 0.185 |
Buy And Hold Return (%) | 725.9445 | 725.9445 | 725.9445 | 725.9445 | 725.9445 | 725.9445 |
Max Trade Drawdown | -797579 | -65941 | -796916 | -2222110 | -592214 | -2647245 |
Profit Factor | 0.4819 | 1.5299 | 0.3695 | 1.617 | 2.2002 | 1.4551 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 48 | 23 | 25 | 36 | 20 | 16 |
Losing Trades | 21 | 12 | 9 | 33 | 15 | 18 |
Profitability (%) | 69.5652 | 65.7143 | 73.5294 | 52.1739 | 57.1429 | 47.0588 |
Ratio Avg Win / Avg Loss | 0.2108 | 0.7982 | 0.133 | 1.4822 | 1.6501 | 1.6369 |
Largest Winning Trade | 37248 | 19786 | 37248 | 4095775 | 1308075 | 4095775 |
Largest Losing Trade | -662708 | -65941 | -662708 | -2001133 | -392017 | -2001133 |
Avg Bars in Trades | 259 | 86 | 438 | 259 | 86 | 438 |
Avg Bars in Winners | 158 | 64 | 244 | 247 | 87 | 447 |
Avg Bars in Losers | 492 | 127 | 978 | 273 | 83 | 431 |
Bars Traded | 17935 | 3010 | 14925 | 17935 | 3010 | 14925 |
Profit Streak | 0 | 0 | 269.0864 | 0 | 0 | 269.0864 |
Trades During Streak | 0 | 0 | 4 | 0 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -684241 | -313350 | -576372 | -95812 | 345893 | 285115 |
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{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 3.50415 } }, "second_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 242, "offset": 0, "std": 3.50415 } }, "second_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 4 } } }
# | 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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