Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1809840.7777 | 1733413.715 | 76427.0627 | 909266.2109 | -1673465.9425 | 2582732.1534 |
Total P&L (%) | 1809.8408 | 1733.4137 | 76.4271 | 909.2662 | -1673.4659 | 2582.7322 |
Avg Daily Profit (%) | 0.9757 | 0.9345 | 0.0412 | 0.1247 | 0 | 0.1775 |
Buy And Hold Return (%) | 72.2109 | 72.2109 | 72.2109 | 72.2109 | 72.2109 | 72.2109 |
Max Trade Drawdown | -118626 | -124533 | -61034 | -5905196 | -6023825 | -2047384 |
Profit Factor | 4.8478 | 7.0324 | 1.4176 | 1.0629 | 0.821 | 1.5051 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 26 | 10 | 16 | 26 | 10 | 16 |
Losing Trades | 59 | 33 | 26 | 59 | 33 | 26 |
Profitability (%) | 30.5882 | 23.2558 | 38.0952 | 30.5882 | 23.2558 | 38.0952 |
Ratio Avg Win / Avg Loss | 11.0007 | 23.2068 | 2.3036 | 2.4119 | 2.7094 | 2.4459 |
Largest Winning Trade | 1635350 | 1635350 | 60458 | 3378809 | 3378809 | 2605262 |
Largest Losing Trade | -28360 | -21128 | -28360 | -1382881 | -1382881 | -810327 |
Avg Bars in Trades | 126 | 122 | 130 | 126 | 122 | 130 |
Avg Bars in Winners | 275 | 318 | 248 | 275 | 318 | 248 |
Avg Bars in Losers | 60 | 63 | 57 | 60 | 63 | 57 |
Bars Traded | 10736 | 5268 | 5468 | 10736 | 5268 | 5468 |
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 | 492477 | -15640 | -288153 | -183689 | -615451 | 205478 |
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{ "first_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 35, "offset": 0 } } }
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# | 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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