Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345372.9354 | 308445.2064 | 36927.729 | -43390.0485 | -257179.1963 | 213789.1477 |
Total P&L (%) | 345.3729 | 308.4452 | 36.9277 | -43.39 | -257.1792 | 213.7891 |
Avg Daily Profit (%) | 0.1816 | 0.1622 | 0.0194 | -0.0299 | 0 | 0.0602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -266314 | -226861 | -40765 | -1108667 | -950085 | -161454 |
Profit Factor | 1.6885 | 1.8435 | 1.2716 | 0.9681 | 0.7638 | 1.7832 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 14 | 15 | 29 | 14 | 15 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 45.3125 | 43.75 | 46.875 | 45.3125 | 43.75 | 46.875 |
Ratio Avg Win / Avg Loss | 2.0378 | 2.3702 | 1.4411 | 1.1684 | 0.982 | 2.0209 |
Largest Winning Trade | 384507 | 384507 | 32698 | 336932 | 336932 | 264399 |
Largest Losing Trade | -64492 | -64492 | -33507 | -678922 | -678922 | -92587 |
Avg Bars in Trades | 166 | 298 | 34 | 166 | 298 | 34 |
Avg Bars in Winners | 231 | 452 | 25 | 231 | 452 | 25 |
Avg Bars in Losers | 111 | 177 | 41 | 111 | 177 | 41 |
Bars Traded | 10639 | 9540 | 1099 | 10639 | 9540 | 1099 |
Profit Streak | 0 | 0 | 509.4185 | 0 | 0 | 509.4185 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -134937 | 300007 | -170158 | -724711 | -583240 | -109870 |
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{ "first_band": { "type": "kcb", "factors": { "length": 237, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 250, "offset": 0, "std": 4.76288 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 237, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbu", "factors": { "length": 250, "offset": 0, "std": 4.76288 } } }
# | 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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