Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516018.9452 | 468421.2285 | 47597.7167 | 449640.1459 | 486168.7402 | -36528.5943 |
Total P&L (%) | 516.0189 | 468.4212 | 47.5977 | 449.6401 | 486.1687 | -36.5286 |
Avg Daily Profit (%) | 0.9908 | 0.8994 | 0.0914 | 0.3277 | 0.3401 | -0.0872 |
Buy And Hold Return (%) | 100.8108 | 100.8108 | 100.8108 | 100.8108 | 100.8108 | 100.8108 |
Max Trade Drawdown | -41143 | -37138 | -29636 | -283141 | -215225 | -205185 |
Profit Factor | 3.089 | 4.4811 | 1.4233 | 1.4257 | 1.8994 | 0.9292 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 28 | 11 | 17 | 28 | 11 | 17 |
Losing Trades | 63 | 35 | 28 | 63 | 35 | 28 |
Profitability (%) | 30.7692 | 23.913 | 37.7778 | 30.7692 | 23.913 | 37.7778 |
Ratio Avg Win / Avg Loss | 6.9502 | 14.258 | 2.3442 | 3.2078 | 6.0436 | 1.5304 |
Largest Winning Trade | 491291 | 491291 | 23981 | 544360 | 544360 | 113393 |
Largest Losing Trade | -15248 | -8011 | -15248 | -122656 | -52391 | -122656 |
Avg Bars in Trades | 266 | 223 | 311 | 266 | 223 | 311 |
Avg Bars in Winners | 594 | 576 | 606 | 594 | 576 | 606 |
Avg Bars in Losers | 121 | 112 | 132 | 121 | 112 | 132 |
Bars Traded | 24283 | 10276 | 14008 | 24283 | 10276 | 14008 |
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 | 366279 | -16776 | -240041 | 38092 | -24444 | -583256 |
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{ "first_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 207, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 125, "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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