Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1082036.1654 | 967865.5413 | 114170.624 | 8180375.5992 | 7048989.0688 | 1131386.5304 |
Total P&L (%) | 1082.0362 | 967.8655 | 114.1706 | 8180.3756 | 7048.9891 | 1131.3865 |
Avg Daily Profit (%) | 0.5944 | 0.5316 | 0.0627 | 0.2429 | 0.2348 | 0.138 |
Buy And Hold Return (%) | 628.2619 | 628.2619 | 628.2619 | 628.2619 | 628.2619 | 628.2619 |
Max Trade Drawdown | -198681 | -126139 | -117317 | -4916578 | -2321446 | -4209307 |
Profit Factor | 2.0865 | 3.3012 | 1.1985 | 1.2439 | 1.5824 | 1.0528 |
Total Trades | 218 | 109 | 109 | 218 | 109 | 109 |
Winning Trades | 105 | 50 | 55 | 105 | 50 | 55 |
Losing Trades | 113 | 59 | 54 | 113 | 59 | 54 |
Profitability (%) | 48.1651 | 45.8716 | 50.4587 | 48.1651 | 45.8716 | 50.4587 |
Ratio Avg Win / Avg Loss | 2.2455 | 3.8954 | 1.1767 | 1.3387 | 1.8673 | 1.0336 |
Largest Winning Trade | 268174 | 268174 | 56844 | 3829563 | 3829563 | 2527475 |
Largest Losing Trade | -37458 | -37449 | -37458 | -1594692 | -1261664 | -1594692 |
Avg Bars in Trades | 32 | 27 | 36 | 32 | 27 | 36 |
Avg Bars in Winners | 40 | 37 | 43 | 40 | 37 | 43 |
Avg Bars in Losers | 24 | 19 | 29 | 24 | 19 | 29 |
Bars Traded | 7004 | 3013 | 3991 | 7004 | 3013 | 3991 |
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 | 254254 | 203034 | -277385 | 308618 | 347914 | -179277 |
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{ "first_band": { "type": "kcu", "factors": { "length": 76, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 2.79608 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 76, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 20, "offset": 0, "std": 2.79608 } } }
# | 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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