Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1020567.9738 | 1075829.1536 | -55261.1798 | 29692.1728 | 701287.232 | -671595.0591 |
Total P&L (%) | 1020.568 | 1075.8292 | -55.2612 | 29.6922 | 701.2872 | -671.5951 |
Avg Daily Profit (%) | 0.542 | 0.5713 | -0.0293 | 0.0138 | 0.1106 | 0 |
Buy And Hold Return (%) | 237.6966 | 237.6966 | 237.6966 | 237.6966 | 237.6966 | 237.6966 |
Max Trade Drawdown | -195131 | -166398 | -79778 | -3296617 | -2502460 | -1048629 |
Profit Factor | 2.5719 | 3.6003 | 0.7654 | 1.0054 | 1.1948 | 0.6388 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Profitability (%) | 36.25 | 32.5 | 40 | 36.25 | 32.5 | 40 |
Ratio Avg Win / Avg Loss | 4.523 | 7.4775 | 1.1481 | 1.7682 | 2.4815 | 0.9582 |
Largest Winning Trade | 861183 | 861183 | 53558 | 2504081 | 2504081 | 366841 |
Largest Losing Trade | -39753 | -39753 | -33514 | -914257 | -914257 | -644576 |
Avg Bars in Trades | 68 | 108 | 29 | 68 | 108 | 29 |
Avg Bars in Winners | 93 | 154 | 43 | 93 | 154 | 43 |
Avg Bars in Losers | 55 | 85 | 20 | 55 | 85 | 20 |
Bars Traded | 5509 | 4330 | 1179 | 5509 | 4330 | 1179 |
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 | -15221 | 340130 | -582694 | -582731 | -60020 | -584360 |
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{ "first_band": { "type": "bbu", "factors": { "length": 65, "offset": 0, "std": 1.83172 } }, "second_band": { "type": "kcu", "factors": { "length": 29, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 65, "offset": 0, "std": 1.83172 } }, "second_band": { "type": "kcu", "factors": { "length": 29, "offset": 0, "scalar": 5 } } }
# | 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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