Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2400689.5912 | 166064.5445 | -2566754.1357 | 221176398.9649 | 114183390.0885 | 106993008.8763 |
Total P&L (%) | -2400.6896 | 166.0645 | -2566.7541 | 221176.399 | 114183.3901 | 106993.0089 |
Avg Daily Profit (%) | -1.2934 | 0.0895 | -1.3828 | 0.4158 | 0.3801 | 0.3766 |
Buy And Hold Return (%) | 7201.8589 | 7201.8589 | 7201.8589 | 7201.8589 | 7201.8589 | 7201.8589 |
Max Trade Drawdown | -2583575 | -21689 | -2680856 | -819601495 | -110721912 | -777213113 |
Profit Factor | 0.2919 | 1.9568 | 0.2021 | 1.1468 | 1.4029 | 1.0874 |
Total Trades | 249 | 125 | 124 | 249 | 125 | 124 |
Winning Trades | 155 | 77 | 78 | 143 | 72 | 71 |
Losing Trades | 94 | 48 | 46 | 106 | 53 | 53 |
Profitability (%) | 62.249 | 61.6 | 62.9032 | 57.4297 | 57.6 | 57.2581 |
Ratio Avg Win / Avg Loss | 0.177 | 1.2198 | 0.1192 | 0.85 | 1.0327 | 0.8117 |
Largest Winning Trade | 55112 | 44314 | 55112 | 323818775 | 70086878 | 323818775 |
Largest Losing Trade | -1624316 | -19246 | -1624316 | -744045433 | -53123390 | -744045433 |
Avg Bars in Trades | 86 | 13 | 159 | 86 | 13 | 159 |
Avg Bars in Winners | 47 | 13 | 81 | 74 | 14 | 136 |
Avg Bars in Losers | 150 | 13 | 293 | 101 | 12 | 191 |
Bars Traded | 21518 | 1699 | 19819 | 21518 | 1699 | 19819 |
Profit Streak | 39.6904 | 216.2738 | 0 | 39.6904 | 216.2738 | 0 |
Trades During Streak | 1 | 13 | 0 | 1 | 13 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -577339 | -233541 | -579330 | -48060 | 465100 | -115750 |
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{ "first_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 3.09908 } } }
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{ "first_band": { "type": "kcu", "factors": { "length": 17, "offset": 0, "scalar": 4 } }, "second_band": { "type": "bbm", "factors": { "length": 100, "offset": 0, "std": 3.09908 } } }
# | 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) |
---|