Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 360002.1692 | 314486.0013 | 45516.1679 | 213063.4932 | 608793.1374 | -395729.6442 |
Total P&L (%) | 360.0022 | 314.486 | 45.5162 | 213.0635 | 608.7931 | -395.7296 |
Avg Daily Profit (%) | 0.2972 | 0.2596 | 0.0376 | 0.0943 | 0.1618 | 0 |
Buy And Hold Return (%) | 36.6862 | 36.6862 | 36.6862 | 36.6862 | 36.6862 | 36.6862 |
Max Trade Drawdown | -184929 | -137793 | -88019 | -3626011 | -2490909 | -2139980 |
Profit Factor | 1.4003 | 1.8606 | 1.0853 | 1.0143 | 1.1118 | 0.9581 |
Total Trades | 265 | 133 | 132 | 265 | 133 | 132 |
Winning Trades | 124 | 59 | 65 | 124 | 59 | 65 |
Losing Trades | 141 | 74 | 67 | 141 | 74 | 67 |
Profitability (%) | 46.7925 | 44.3609 | 49.2424 | 46.7925 | 44.3609 | 49.2424 |
Ratio Avg Win / Avg Loss | 1.5923 | 2.3336 | 1.1187 | 1.1534 | 1.3944 | 0.9876 |
Largest Winning Trade | 161261 | 161261 | 32455 | 939708 | 939708 | 592756 |
Largest Losing Trade | -22607 | -18781 | -22607 | -620182 | -347579 | -620182 |
Avg Bars in Trades | 26 | 24 | 28 | 26 | 24 | 28 |
Avg Bars in Winners | 33 | 32 | 34 | 33 | 32 | 34 |
Avg Bars in Losers | 20 | 17 | 22 | 20 | 17 | 22 |
Bars Traded | 6991 | 3196 | 3795 | 6991 | 3196 | 3795 |
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 | 384359 | 343625 | -360557 | -272302 | -91969 | -580998 |
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{ "first_band": { "type": "kcu", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.72853 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbu", "factors": { "length": 16, "offset": 0, "std": 4.72853 } } }
# | 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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