Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 270274.6003 | 249772.6628 | 20501.9375 | 155401.2295 | 173571.8193 | -18170.5898 |
Total P&L (%) | 270.2746 | 249.7727 | 20.5019 | 155.4012 | 173.5718 | -18.1706 |
Avg Daily Profit (%) | 0.2595 | 0.2398 | 0.0197 | 0.0901 | 0.0967 | -0.0193 |
Buy And Hold Return (%) | 60.3631 | 60.3631 | 60.3631 | 60.3631 | 60.3631 | 60.3631 |
Max Trade Drawdown | -65947 | -56141 | -25681 | -298291 | -251992 | -90555 |
Profit Factor | 2.2099 | 2.6156 | 1.2981 | 1.2441 | 1.3868 | 0.9033 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 61.0169 | 51.7241 | 70 | 61.0169 | 51.7241 | 70 |
Ratio Avg Win / Avg Loss | 1.4119 | 2.4412 | 0.5563 | 0.7948 | 1.2944 | 0.3871 |
Largest Winning Trade | 202511 | 202511 | 17435 | 220527 | 220527 | 46365 |
Largest Losing Trade | -54816 | -54816 | -25481 | -249206 | -249206 | -71833 |
Avg Bars in Trades | 413 | 777 | 61 | 413 | 777 | 61 |
Avg Bars in Winners | 198 | 420 | 39 | 198 | 420 | 39 |
Avg Bars in Losers | 749 | 1158 | 113 | 749 | 1158 | 113 |
Bars Traded | 24390 | 22534 | 1856 | 24390 | 22534 | 1856 |
Profit Streak | 13.5983 | 0 | 66.3066 | 13.5983 | 0 | 66.3066 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -168044 | 396653 | -330418 | -255610 | -66358 | -577261 |
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{ "first_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 2 } } }
# | 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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