Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2450829.7536 | 8944.1335 | -2459773.8871 | -3584891.8222 | -67190749.5536 | 63605857.7314 |
Total P&L (%) | -2450.8298 | 8.9441 | -2459.7739 | -3584.8918 | -67190.7496 | 63605.8577 |
Avg Daily Profit (%) | -1.3145 | 0.0048 | -1.3193 | 0 | 0 | 0.3469 |
Buy And Hold Return (%) | 7671.7699 | 7671.7699 | 7671.7699 | 7671.7699 | 7671.7699 | 7671.7699 |
Max Trade Drawdown | -2533895 | -137919 | -2521399 | -82342837 | -76843189 | -32322714 |
Profit Factor | 0.2278 | 1.0264 | 0.1323 | 0.9783 | 0.3999 | 2.2003 |
Total Trades | 259 | 130 | 129 | 259 | 130 | 129 |
Winning Trades | 186 | 88 | 98 | 141 | 68 | 73 |
Losing Trades | 73 | 42 | 31 | 118 | 62 | 56 |
Profitability (%) | 71.8147 | 67.6923 | 75.969 | 54.4402 | 52.3077 | 56.5891 |
Ratio Avg Win / Avg Loss | 0.0894 | 0.4899 | 0.0419 | 0.8187 | 0.3646 | 1.6879 |
Largest Winning Trade | 31067 | 31067 | 17247 | 47343335 | 5311210 | 47343335 |
Largest Losing Trade | -1623481 | -57357 | -1623481 | -26605804 | -26605804 | -18831969 |
Avg Bars in Trades | 41 | 27 | 55 | 41 | 27 | 55 |
Avg Bars in Winners | 16 | 10 | 22 | 36 | 17 | 54 |
Avg Bars in Losers | 104 | 62 | 161 | 47 | 37 | 57 |
Bars Traded | 10711 | 3527 | 7184 | 10711 | 3527 | 7184 |
Profit Streak | 47.2762 | 86.4429 | 47.2762 | 0 | 0 | 0 |
Trades During Streak | 3 | 4 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575177 | -541576 | -576786 | -578847 | -580410 | 508402 |
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{ "first_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 1.77967 } }, "second_band": { "type": "kcl", "factors": { "length": 187, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "bbu", "factors": { "length": 5, "offset": 0, "std": 1.77967 } }, "second_band": { "type": "kcl", "factors": { "length": 187, "offset": 0, "scalar": 1 } } }
# | 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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