Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 10189157.8004 | 10218594.9704 | -29437.17 | 4048313.3755 | 9546953.0827 | -5498639.7072 |
Total P&L (%) | 10189.1578 | 10218.595 | -29.4372 | 4048.3134 | 9546.9531 | -5498.6397 |
Avg Daily Profit (%) | 5.481 | 5.4968 | -0.0158 | 0.2006 | 0.2461 | 0 |
Buy And Hold Return (%) | 6738.6066 | 6738.6066 | 6738.6066 | 6738.6066 | 6738.6066 | 6738.6066 |
Max Trade Drawdown | -128028 | -155098 | -68882 | -10029877 | -5722803 | -5997720 |
Profit Factor | 20.1869 | 31.3665 | 0.8487 | 1.1679 | 1.6521 | 0.4195 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 41.5385 | 37.5 | 45.4545 | 41.5385 | 37.5 | 45.4545 |
Ratio Avg Win / Avg Loss | 28.4111 | 52.2774 | 1.0184 | 1.6437 | 2.7536 | 0.5034 |
Largest Winning Trade | 9644955 | 9644955 | 25103 | 12375196 | 12375196 | 1254984 |
Largest Losing Trade | -56838 | -56838 | -24768 | -2251398 | -2047122 | -2251398 |
Avg Bars in Trades | 49 | 90 | 9 | 49 | 90 | 9 |
Avg Bars in Winners | 77 | 160 | 11 | 77 | 160 | 11 |
Avg Bars in Losers | 29 | 49 | 7 | 29 | 49 | 7 |
Bars Traded | 3223 | 2910 | 313 | 3223 | 2910 | 313 |
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 | -125238 | 340769 | -580626 | -332029 | -29453 | -582292 |
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{ "first_band": { "type": "kcb", "factors": { "length": 48, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 2.67579 } } }
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{ "first_band": { "type": "kcb", "factors": { "length": 48, "offset": 0, "scalar": 3 } }, "second_band": { "type": "bbu", "factors": { "length": 239, "offset": 0, "std": 2.67579 } } }
# | 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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