Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1407258.5757 | 1490143.6808 | -82885.1051 | 59466.2051 | 232590.6084 | -173124.4034 |
Total P&L (%) | 1407.2586 | 1490.1437 | -82.8851 | 59.4662 | 232.5906 | -173.1244 |
Avg Daily Profit (%) | 0.7736 | 0.8192 | -0.0456 | 0.0257 | 0.0661 | 0 |
Buy And Hold Return (%) | 647.9818 | 647.9818 | 647.9818 | 647.9818 | 647.9818 | 647.9818 |
Max Trade Drawdown | -157382 | -150843 | -93884 | -1264845 | -1282309 | -575329 |
Profit Factor | 2.5462 | 3.7003 | 0.7687 | 1.0124 | 1.0761 | 0.9003 |
Total Trades | 165 | 82 | 83 | 165 | 82 | 83 |
Winning Trades | 65 | 28 | 37 | 65 | 28 | 37 |
Losing Trades | 100 | 54 | 46 | 100 | 54 | 46 |
Profitability (%) | 39.3939 | 34.1463 | 44.5783 | 39.3939 | 34.1463 | 44.5783 |
Ratio Avg Win / Avg Loss | 3.9172 | 7.1363 | 0.9556 | 1.5575 | 2.0753 | 1.1193 |
Largest Winning Trade | 1038581 | 1038581 | 53368 | 733579 | 733579 | 489394 |
Largest Losing Trade | -31694 | -31694 | -28366 | -385527 | -385527 | -200253 |
Avg Bars in Trades | 42 | 56 | 28 | 42 | 56 | 28 |
Avg Bars in Winners | 64 | 96 | 40 | 64 | 96 | 40 |
Avg Bars in Losers | 28 | 36 | 19 | 28 | 36 | 19 |
Bars Traded | 7070 | 4664 | 2406 | 7070 | 4664 | 2406 |
Profit Streak | 0 | 92.1385 | 0 | 0 | 92.1385 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316473 | 182477 | -582940 | -533407 | -416278 | -581273 |
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{ "first_band": { "type": "bbu", "factors": { "length": 51, "offset": 0, "std": 1.5735 } }, "second_band": { "type": "kcu", "factors": { "length": 30, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 51, "offset": 0, "std": 1.5735 } }, "second_band": { "type": "kcu", "factors": { "length": 30, "offset": 0, "scalar": 3 } } }
# | 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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