Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -939263.5479 | 60885.9262 | -1000149.4741 | -12382981.3428 | 2908732.5287 | -15291713.8715 |
Total P&L (%) | -939.2635 | 60.8859 | -1000.1495 | -12382.9813 | 2908.7325 | -15291.7139 |
Avg Daily Profit (%) | -0.5184 | 0.0336 | -0.552 | 0 | 0.1881 | 0 |
Buy And Hold Return (%) | 547.1175 | 547.1175 | 547.1175 | 547.1175 | 547.1175 | 547.1175 |
Max Trade Drawdown | -1004341 | -34287 | -775927 | -32743521 | -3696114 | -32347667 |
Profit Factor | 0.3741 | 1.8603 | 0.3005 | 0.7675 | 1.3925 | 0.6665 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 45 | 22 | 23 | 38 | 20 | 18 |
Losing Trades | 30 | 16 | 14 | 37 | 18 | 19 |
Profitability (%) | 60 | 57.8947 | 62.1622 | 50.6667 | 52.6316 | 48.6486 |
Ratio Avg Win / Avg Loss | 0.2494 | 1.353 | 0.1829 | 0.7473 | 1.2533 | 0.7035 |
Largest Winning Trade | 55611 | 36294 | 55611 | 14861927 | 3475890 | 14861927 |
Largest Losing Trade | -539611 | -15611 | -539611 | -18733389 | -2130295 | -18733389 |
Avg Bars in Trades | 270 | 23 | 523 | 270 | 23 | 523 |
Avg Bars in Winners | 185 | 19 | 344 | 196 | 18 | 394 |
Avg Bars in Losers | 397 | 30 | 817 | 346 | 30 | 646 |
Bars Traded | 20279 | 902 | 19377 | 20279 | 902 | 19377 |
Profit Streak | 0 | 0 | 259.0243 | 79.1909 | 257.9409 | 0 |
Trades During Streak | 0 | 0 | 2 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -640481 | -310042 | -578225 | -641411 | 326348 | -581298 |
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{ "first_band": { "type": "kcu", "factors": { "length": 49, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbm", "factors": { "length": 250, "offset": 0, "std": 2.60211 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 49, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbm", "factors": { "length": 250, "offset": 0, "std": 2.60211 } } }
# | 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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