Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -197335.5133 | 57717.2413 | -255052.7546 | 2495932.682 | -162996.4871 | 2658929.1691 |
Total P&L (%) | -197.3355 | 57.7172 | -255.0528 | 2495.9327 | -162.9965 | 2658.9292 |
Avg Daily Profit (%) | -0.0947 | 0.0277 | -0.1224 | 0.1564 | 0 | 0.1594 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -518403 | -10541 | -533173 | -1459022 | -333315 | -1251583 |
Profit Factor | 0.7342 | 1.9872 | 0.6271 | 1.694 | 0.8331 | 2.015 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 53 | 26 | 27 | 51 | 24 | 27 |
Losing Trades | 34 | 18 | 16 | 36 | 20 | 16 |
Profitability (%) | 60.9195 | 59.0909 | 62.7907 | 58.6207 | 54.5455 | 62.7907 |
Ratio Avg Win / Avg Loss | 0.471 | 1.3758 | 0.3716 | 1.1958 | 0.6943 | 1.1941 |
Largest Winning Trade | 51931 | 16157 | 51931 | 1829454 | 157135 | 1829454 |
Largest Losing Trade | -412329 | -9672 | -412329 | -889137 | -208516 | -889137 |
Avg Bars in Trades | 281 | 16 | 553 | 281 | 16 | 553 |
Avg Bars in Winners | 232 | 13 | 443 | 322 | 12 | 598 |
Avg Bars in Losers | 358 | 20 | 739 | 223 | 20 | 478 |
Bars Traded | 24517 | 709 | 23808 | 24517 | 709 | 23808 |
Profit Streak | 6.2882 | 6.3716 | 0 | 6.2882 | 6.3716 | 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 | -578159 | -151815 | -579069 | 425051 | -579160 | 436228 |
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{ "first_band": { "type": "bbu", "factors": { "length": 45, "offset": 0, "std": 3.705 } }, "second_band": { "type": "kcb", "factors": { "length": 133, "offset": 0, "scalar": 4 } } }
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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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