Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1248060.0871 | 1274287.9644 | -26227.8773 | 360477.1954 | 1573470.8227 | -1212993.6273 |
Total P&L (%) | 1248.0601 | 1274.288 | -26.2279 | 360.4772 | 1573.4708 | -1212.9936 |
Avg Daily Profit (%) | 0.6884 | 0.7029 | -0.0145 | 0.0843 | 0.1555 | 0 |
Buy And Hold Return (%) | 527.5299 | 527.5299 | 527.5299 | 527.5299 | 527.5299 | 527.5299 |
Max Trade Drawdown | -190624 | -110118 | -83861 | -3913515 | -2089878 | -1828225 |
Profit Factor | 2.5955 | 3.7716 | 0.9187 | 1.0307 | 1.2261 | 0.7463 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 75 | 33 | 42 | 75 | 33 | 42 |
Losing Trades | 132 | 70 | 62 | 132 | 70 | 62 |
Profitability (%) | 36.2319 | 32.0388 | 40.3846 | 36.2319 | 32.0388 | 40.3846 |
Ratio Avg Win / Avg Loss | 4.5681 | 8.0004 | 1.3561 | 1.814 | 2.6007 | 1.1016 |
Largest Winning Trade | 690737 | 690737 | 66094 | 3137222 | 3137222 | 776521 |
Largest Losing Trade | -26789 | -26789 | -20450 | -561020 | -561020 | -377792 |
Avg Bars in Trades | 49 | 75 | 23 | 49 | 75 | 23 |
Avg Bars in Winners | 89 | 157 | 36 | 89 | 157 | 36 |
Avg Bars in Losers | 26 | 36 | 14 | 26 | 36 | 14 |
Bars Traded | 10186 | 7760 | 2426 | 10186 | 7760 | 2426 |
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 | 303875 | 282485 | -582850 | -436142 | -1990 | -582850 |
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{ "first_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 2.47062 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 2 } }, "second_band": { "type": "bbu", "factors": { "length": 10, "offset": 0, "std": 2.47062 } } }
# | 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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