Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 708443.077 | 671116.7484 | 37326.3286 | 696046.6542 | 4902807.4344 | -4206760.7802 |
Total P&L (%) | 708.4431 | 671.1167 | 37.3263 | 696.0467 | 4902.8074 | -4206.7608 |
Avg Daily Profit (%) | 0.2833 | 0.2684 | 0.0149 | 0.083 | 0.1566 | 0 |
Buy And Hold Return (%) | 736.3218 | 736.3218 | 736.3218 | 736.3218 | 736.3218 | 736.3218 |
Max Trade Drawdown | -140893 | -78632 | -135581 | -4503003 | -2200589 | -5363985 |
Profit Factor | 1.8151 | 2.4187 | 1.0942 | 1.0415 | 1.6335 | 0.535 |
Total Trades | 175 | 87 | 88 | 175 | 87 | 88 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 89 | 46 | 43 | 89 | 46 | 43 |
Profitability (%) | 49.1429 | 47.1264 | 51.1364 | 49.1429 | 47.1264 | 51.1364 |
Ratio Avg Win / Avg Loss | 1.8784 | 2.7137 | 1.0456 | 1.0778 | 1.8327 | 0.5113 |
Largest Winning Trade | 186513 | 186513 | 63072 | 2872005 | 2872005 | 562530 |
Largest Losing Trade | -85669 | -38140 | -85669 | -3779587 | -850842 | -3779587 |
Avg Bars in Trades | 27 | 30 | 25 | 27 | 30 | 25 |
Avg Bars in Winners | 36 | 38 | 34 | 36 | 38 | 34 |
Avg Bars in Losers | 19 | 23 | 15 | 19 | 23 | 15 |
Bars Traded | 4884 | 2667 | 2217 | 4884 | 2667 | 2217 |
Profit Streak | 0 | 33.411 | 0 | 0 | 33.411 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152723 | -153444 | -455448 | -421561 | 346829 | -580671 |
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{ "first_band": { "type": "bbm", "factors": { "length": 32, "offset": 0, "std": 1.80127 } }, "second_band": { "type": "kcb", "factors": { "length": 36, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "bbm", "factors": { "length": 32, "offset": 0, "std": 1.80127 } }, "second_band": { "type": "kcb", "factors": { "length": 36, "offset": 0, "scalar": 4 } } }
# | 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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