Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1335231.0939 | 1274418.0493 | 60813.0446 | 3140471.7059 | 4522034.6394 | -1381562.9335 |
Total P&L (%) | 1335.2311 | 1274.418 | 60.813 | 3140.4717 | 4522.0346 | -1381.5629 |
Avg Daily Profit (%) | 0.7366 | 0.7031 | 0.0335 | 0.1921 | 0.2117 | 0 |
Buy And Hold Return (%) | 506.6424 | 506.6424 | 506.6424 | 506.6424 | 506.6424 | 506.6424 |
Max Trade Drawdown | -78473 | -86235 | -59933 | -5577903 | -4496102 | -3564708 |
Profit Factor | 3.2604 | 5.9605 | 1.1822 | 1.1243 | 1.3842 | 0.8976 |
Total Trades | 189 | 94 | 95 | 189 | 94 | 95 |
Winning Trades | 64 | 24 | 40 | 64 | 24 | 40 |
Losing Trades | 125 | 70 | 55 | 125 | 70 | 55 |
Profitability (%) | 33.8624 | 25.5319 | 42.1053 | 33.8624 | 25.5319 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.368 | 17.3847 | 1.6255 | 2.196 | 4.0371 | 1.2341 |
Largest Winning Trade | 682023 | 682023 | 67946 | 5570805 | 5570805 | 1924522 |
Largest Losing Trade | -26802 | -13640 | -26802 | -1182301 | -1182301 | -1133184 |
Avg Bars in Trades | 27 | 26 | 28 | 27 | 26 | 28 |
Avg Bars in Winners | 59 | 70 | 52 | 59 | 70 | 52 |
Avg Bars in Losers | 10 | 10 | 10 | 10 | 10 | 10 |
Bars Traded | 5134 | 2461 | 2673 | 5134 | 2461 | 2673 |
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 | 374880 | -10201 | -335947 | -80222 | -17648 | -582204 |
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{ "first_band": { "type": "kcb", "factors": { "length": 187, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 3, "offset": 0, "std": 2.39332 } } }
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# | 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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