Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2307729.5608 | 2353061.4223 | -45331.8615 | 116914.905 | 988043.1714 | -871128.2664 |
Total P&L (%) | 2307.7296 | 2353.0614 | -45.3319 | 116.9149 | 988.0432 | -871.1283 |
Avg Daily Profit (%) | 1.0409 | 1.0614 | -0.0204 | 0.0349 | 0.1077 | 0 |
Buy And Hold Return (%) | 342.6806 | 342.6806 | 342.6806 | 342.6806 | 342.6806 | 342.6806 |
Max Trade Drawdown | -202553 | -133710 | -112601 | -1732651 | -810784 | -998412 |
Profit Factor | 5.7784 | 11.0105 | 0.8171 | 1.0488 | 1.9691 | 0.3681 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 32.3077 | 31.25 | 33.3333 | 32.3077 | 31.25 | 33.3333 |
Ratio Avg Win / Avg Loss | 12.1072 | 24.2232 | 1.6343 | 2.1974 | 4.332 | 0.7361 |
Largest Winning Trade | 2466925 | 2466925 | 34947 | 1801574 | 1801574 | 153117 |
Largest Losing Trade | -31694 | -29895 | -31694 | -518518 | -405414 | -518518 |
Avg Bars in Trades | 62 | 80 | 44 | 62 | 80 | 44 |
Avg Bars in Winners | 112 | 161 | 67 | 112 | 161 | 67 |
Avg Bars in Losers | 38 | 43 | 32 | 38 | 43 | 32 |
Bars Traded | 4045 | 2581 | 1464 | 4045 | 2581 | 1464 |
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 | -121594 | 522294 | -584506 | -620951 | -55555 | -587284 |
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{ "first_band": { "type": "kcb", "factors": { "length": 195, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 3.38966 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 195, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 19, "offset": 0, "std": 3.38966 } } }
# | 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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