Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9643083.0691 | 9680840.9343 | -37757.8652 | 136141.2945 | 2174756.5587 | -2038615.2641 |
Total P&L (%) | 9643.0831 | 9680.8409 | -37.7579 | 136.1413 | 2174.7566 | -2038.6153 |
Avg Daily Profit (%) | 4.0577 | 4.0736 | -0.0159 | 0.0362 | 0.1316 | 0 |
Buy And Hold Return (%) | 253.4137 | 253.4137 | 253.4137 | 253.4137 | 253.4137 | 253.4137 |
Max Trade Drawdown | -238856 | -210203 | -85591 | -5933866 | -3955276 | -2335161 |
Profit Factor | 11.9504 | 17.681 | 0.8743 | 1.0127 | 1.3265 | 0.502 |
Total Trades | 160 | 80 | 80 | 160 | 80 | 80 |
Winning Trades | 55 | 25 | 30 | 55 | 25 | 30 |
Losing Trades | 105 | 55 | 50 | 105 | 55 | 50 |
Profitability (%) | 34.375 | 31.25 | 37.5 | 34.375 | 31.25 | 37.5 |
Ratio Avg Win / Avg Loss | 22.8144 | 38.8982 | 1.4571 | 1.9333 | 2.9183 | 0.8366 |
Largest Winning Trade | 9839910 | 9839910 | 49250 | 6107935 | 6107935 | 438740 |
Largest Losing Trade | -37053 | -37053 | -32938 | -1198846 | -1198846 | -670968 |
Avg Bars in Trades | 56 | 90 | 23 | 56 | 90 | 23 |
Avg Bars in Winners | 94 | 157 | 42 | 94 | 157 | 42 |
Avg Bars in Losers | 37 | 59 | 12 | 37 | 59 | 12 |
Bars Traded | 9118 | 7204 | 1914 | 9118 | 7204 | 1914 |
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 | 692421 | -2277 | -603152 | -521094 | -42369 | -604819 |
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{ "first_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 2.8217 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 183, "offset": 0, "scalar": 5 } }, "second_band": { "type": "bbl", "factors": { "length": 12, "offset": 0, "std": 2.8217 } } }
# | 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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