Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -925087.9991 | 218475.3018 | -1143563.3009 | -1148859.8506 | 2487981.6071 | -3636841.4577 |
Total P&L (%) | -925.088 | 218.4753 | -1143.5633 | -1148.8599 | 2487.9816 | -3636.8415 |
Avg Daily Profit (%) | -0.5144 | 0.1215 | -0.6358 | 0 | 0.1811 | 0 |
Buy And Hold Return (%) | 369.6447 | 369.6447 | 369.6447 | 369.6447 | 369.6447 | 369.6447 |
Max Trade Drawdown | -1218205 | -102670 | -1329514 | -5707872 | -1360709 | -5897339 |
Profit Factor | 0.5161 | 1.5647 | 0.25 | 0.9266 | 1.3856 | 0.6044 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 48 | 23 | 25 | 51 | 29 | 22 |
Losing Trades | 50 | 26 | 24 | 47 | 20 | 27 |
Profitability (%) | 48.9796 | 46.9388 | 51.0204 | 52.0408 | 59.1837 | 44.898 |
Ratio Avg Win / Avg Loss | 0.5376 | 1.7688 | 0.24 | 0.8539 | 0.9556 | 0.7417 |
Largest Winning Trade | 102785 | 102785 | 69487 | 1996944 | 1246475 | 1996944 |
Largest Losing Trade | -1214258 | -42311 | -1214258 | -1914795 | -861482 | -1914795 |
Avg Bars in Trades | 71 | 54 | 87 | 71 | 54 | 87 |
Avg Bars in Winners | 74 | 44 | 102 | 60 | 62 | 59 |
Avg Bars in Losers | 68 | 63 | 72 | 82 | 43 | 111 |
Bars Traded | 6981 | 2674 | 4307 | 6981 | 2674 | 4307 |
Profit Streak | 0 | 0 | 0 | 69.2754 | 88.5254 | 69.2754 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -580913 | -194897 | -580549 | -578873 | 319807 | -582107 |
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{ "first_band": { "type": "kcl", "factors": { "length": 108, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbl", "factors": { "length": 93, "offset": 0, "std": 2.06262 } } }
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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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