Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2480607.4917 | 2359916.7443 | 120690.7474 | 103222309.3941 | 68535739.091 | 34686570.303 |
Total P&L (%) | 2480.6075 | 2359.9167 | 120.6907 | 103222.3094 | 68535.7391 | 34686.5703 |
Avg Daily Profit (%) | 1.1911 | 1.1332 | 0.058 | 0.3338 | 0.3141 | 0.2814 |
Buy And Hold Return (%) | 11571.4798 | 11571.4798 | 11571.4798 | 11571.4798 | 11571.4798 | 11571.4798 |
Max Trade Drawdown | -74847 | -75987 | -49521 | -75290920 | -63885505 | -48819278 |
Profit Factor | 4.2268 | 7.749 | 1.288 | 1.3403 | 1.4644 | 1.2227 |
Total Trades | 303 | 151 | 152 | 303 | 151 | 152 |
Winning Trades | 122 | 55 | 67 | 122 | 55 | 67 |
Losing Trades | 181 | 96 | 85 | 181 | 96 | 85 |
Profitability (%) | 40.264 | 36.4238 | 44.0789 | 40.264 | 36.4238 | 44.0789 |
Ratio Avg Win / Avg Loss | 6.2709 | 13.5256 | 1.634 | 1.9885 | 2.5561 | 1.5512 |
Largest Winning Trade | 1474491 | 1474491 | 42882 | 62608951 | 62608951 | 36939743 |
Largest Losing Trade | -24535 | -18170 | -24535 | -32272815 | -32272815 | -15769032 |
Avg Bars in Trades | 80 | 98 | 61 | 80 | 98 | 61 |
Avg Bars in Winners | 135 | 193 | 88 | 135 | 193 | 88 |
Avg Bars in Losers | 42 | 44 | 40 | 42 | 44 | 40 |
Bars Traded | 24285 | 14897 | 9388 | 24285 | 14897 | 9388 |
Profit Streak | 0 | 21.3157 | 0 | 0 | 21.3157 | 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 | -147245 | -148287 | -282253 | 303159 | 216064 | 154115 |
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{ "first_band": { "type": "kcb", "factors": { "length": 239, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 2.24097 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 239, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 18, "offset": 0, "std": 2.24097 } } }
# | 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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