Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1155448.9311 | 1031706.1461 | 123742.785 | 6377222.4047 | 3578353.7655 | 2798868.6392 |
Total P&L (%) | 1155.4489 | 1031.7061 | 123.7428 | 6377.2224 | 3578.3538 | 2798.8686 |
Avg Daily Profit (%) | 0.6378 | 0.5695 | 0.0683 | 0.2305 | 0.1992 | 0.186 |
Buy And Hold Return (%) | 492.849 | 492.849 | 492.849 | 492.849 | 492.849 | 492.849 |
Max Trade Drawdown | -84474 | -97344 | -40755 | -5726230 | -4149980 | -2863520 |
Profit Factor | 3.5323 | 5.1216 | 1.6008 | 1.3018 | 1.3094 | 1.2926 |
Total Trades | 115 | 57 | 58 | 115 | 57 | 58 |
Winning Trades | 57 | 23 | 34 | 57 | 23 | 34 |
Losing Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Profitability (%) | 49.5652 | 40.3509 | 58.6207 | 49.5652 | 40.3509 | 58.6207 |
Ratio Avg Win / Avg Loss | 3.5942 | 7.5711 | 1.1299 | 1.3246 | 1.9356 | 0.9124 |
Largest Winning Trade | 478146 | 478146 | 27776 | 6149123 | 6149123 | 1638082 |
Largest Losing Trade | -25121 | -25121 | -21738 | -1960652 | -1960652 | -1137761 |
Avg Bars in Trades | 58 | 72 | 44 | 58 | 72 | 44 |
Avg Bars in Winners | 86 | 131 | 55 | 86 | 131 | 55 |
Avg Bars in Losers | 31 | 32 | 30 | 31 | 32 | 30 |
Bars Traded | 6731 | 4122 | 2609 | 6731 | 4122 | 2609 |
Profit Streak | 0 | 96.1617 | 0 | 0 | 96.1617 | 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 | 505492 | -170435 | -444536 | 307057 | -173965 | -173528 |
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{ "first_band": { "type": "kcu", "factors": { "length": 249, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 4.17472 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 249, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 4.17472 } } }
# | 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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