Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 424108.7281 | 116239.9692 | 307868.7588 | 824412.1434 | 363690.6875 | 460721.456 |
Total P&L (%) | 424.1087 | 116.24 | 307.8688 | 824.4121 | 363.6907 | 460.7215 |
Avg Daily Profit (%) | 0.2872 | 0.0787 | 0.2085 | 0.1507 | 0.1039 | 0.1168 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117570 | -24911 | -115137 | -1304586 | -229042 | -1212055 |
Profit Factor | 2.3525 | 2.1494 | 2.4492 | 1.3539 | 1.5805 | 1.2705 |
Total Trades | 133 | 67 | 66 | 133 | 67 | 66 |
Winning Trades | 92 | 44 | 48 | 92 | 44 | 48 |
Losing Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Profitability (%) | 69.1729 | 65.6716 | 72.7273 | 69.1729 | 65.6716 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.0484 | 1.1235 | 0.9185 | 0.6033 | 0.8262 | 0.4764 |
Largest Winning Trade | 46902 | 17069 | 46902 | 298648 | 184941 | 298648 |
Largest Losing Trade | -87511 | -17422 | -87511 | -860497 | -229042 | -860497 |
Avg Bars in Trades | 39 | 5 | 73 | 39 | 5 | 73 |
Avg Bars in Winners | 22 | 4 | 39 | 22 | 4 | 39 |
Avg Bars in Losers | 75 | 7 | 163 | 75 | 7 | 163 |
Bars Traded | 5188 | 362 | 4826 | 5188 | 362 | 4826 |
Profit Streak | 97.0134 | 97.2634 | 0 | 97.0134 | 97.2634 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 544794 | -198689 | -111651 | 351369 | -167907 | -160050 |
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{ "first_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 2.87614 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 212, "offset": 0, "std": 2.87614 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "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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