Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -418824.0864 | 49223.2485 | -468047.3348 | 3182608.7679 | 1093207.803 | 2089400.9648 |
Total P&L (%) | -418.8241 | 49.2232 | -468.0473 | 3182.6088 | 1093.2078 | 2089.401 |
Avg Daily Profit (%) | -0.2302 | 0.0271 | -0.2572 | 0.1921 | 0.1364 | 0.1698 |
Buy And Hold Return (%) | 833.6275 | 833.6275 | 833.6275 | 833.6275 | 833.6275 | 833.6275 |
Max Trade Drawdown | -594781 | -62793 | -566708 | -1142828 | -298222 | -1407565 |
Profit Factor | 0.5382 | 1.2826 | 0.3612 | 1.9184 | 1.7269 | 2.0652 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 89 | 42 | 47 | 63 | 32 | 31 |
Losing Trades | 38 | 22 | 16 | 64 | 32 | 32 |
Profitability (%) | 70.0787 | 65.625 | 74.6032 | 49.6063 | 50 | 49.2063 |
Ratio Avg Win / Avg Loss | 0.2298 | 0.6718 | 0.123 | 1.9489 | 1.7269 | 2.1318 |
Largest Winning Trade | 20020 | 15448 | 20020 | 2099334 | 436517 | 2099334 |
Largest Losing Trade | -472359 | -62793 | -472359 | -694585 | -298222 | -694585 |
Avg Bars in Trades | 23 | 8 | 37 | 23 | 8 | 37 |
Avg Bars in Winners | 15 | 4 | 24 | 18 | 11 | 25 |
Avg Bars in Losers | 41 | 16 | 75 | 27 | 5 | 48 |
Bars Traded | 2924 | 563 | 2361 | 2924 | 563 | 2361 |
Profit Streak | 159.4735 | 159.9735 | 159.4735 | 159.4735 | 159.9735 | 159.4735 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -576207 | -460114 | -723691 | 397542 | -214152 | -138256 |
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{ "first_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 2.75844 } }, "second_band": { "type": "kcl", "factors": { "length": 181, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 2, "offset": 0, "std": 2.75844 } }, "second_band": { "type": "kcl", "factors": { "length": 181, "offset": 0, "scalar": 4 } } }
# | 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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