Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 756472.6326 | 804341.969 | -47869.3364 | 56048.097 | 579822.9451 | -523774.8481 |
Total P&L (%) | 756.4726 | 804.342 | -47.8693 | 56.0481 | 579.8229 | -523.7748 |
Avg Daily Profit (%) | 0.4151 | 0.4413 | -0.0263 | 0.0244 | 0.1052 | 0 |
Buy And Hold Return (%) | 283.8333 | 283.8333 | 283.8333 | 283.8333 | 283.8333 | 283.8333 |
Max Trade Drawdown | -221697 | -195098 | -66184 | -1870729 | -1510091 | -579144 |
Profit Factor | 2.586 | 3.1294 | 0.5177 | 1.0205 | 1.2802 | 0.212 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 39.6825 | 38.7097 | 40.625 | 39.6825 | 38.7097 | 40.625 |
Ratio Avg Win / Avg Loss | 3.9306 | 4.9548 | 0.7566 | 1.5512 | 2.027 | 0.3099 |
Largest Winning Trade | 499384 | 499384 | 12558 | 1172226 | 1172226 | 49612 |
Largest Losing Trade | -45221 | -45221 | -12578 | -795975 | -795975 | -213069 |
Avg Bars in Trades | 53 | 105 | 2 | 53 | 105 | 2 |
Avg Bars in Winners | 76 | 156 | 2 | 76 | 156 | 2 |
Avg Bars in Losers | 37 | 73 | 2 | 37 | 73 | 2 |
Bars Traded | 3348 | 3267 | 81 | 3348 | 3267 | 81 |
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 | -143891 | 302065 | -584178 | -678177 | -62053 | -584178 |
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{ "first_band": { "type": "kcb", "factors": { "length": 23, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 4.95037 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 23, "offset": 0, "scalar": 1 } }, "second_band": { "type": "bbu", "factors": { "length": 7, "offset": 0, "std": 4.95037 } } }
# | 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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