Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 287872.6934 | 232382.5095 | 55490.1839 | 305338.5474 | 144783.4591 | 160555.0883 |
Total P&L (%) | 287.8727 | 232.3825 | 55.4902 | 305.3385 | 144.7835 | 160.5551 |
Avg Daily Profit (%) | 0.2764 | 0.2231 | 0.0533 | 0.1345 | 0.086 | 0.092 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -66083 | -74799 | -16322 | -282328 | -320671 | -43145 |
Profit Factor | 2.0325 | 2.1121 | 1.7945 | 1.4215 | 1.2446 | 2.2133 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 25 | 13 | 12 | 25 | 13 | 12 |
Profitability (%) | 57.6271 | 55.1724 | 60 | 57.6271 | 55.1724 | 60 |
Ratio Avg Win / Avg Loss | 1.4945 | 1.7161 | 1.1964 | 1.0452 | 1.0112 | 1.4755 |
Largest Winning Trade | 86812 | 86812 | 16581 | 162615 | 162615 | 57506 |
Largest Losing Trade | -66083 | -66083 | -10711 | -282328 | -282328 | -35604 |
Avg Bars in Trades | 373 | 656 | 100 | 373 | 656 | 100 |
Avg Bars in Winners | 279 | 476 | 104 | 279 | 476 | 104 |
Avg Bars in Losers | 501 | 878 | 94 | 501 | 878 | 94 |
Bars Traded | 22042 | 19031 | 3011 | 22042 | 19031 | 3011 |
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 | -167485 | 448214 | -119201 | -191220 | -77805 | -65816 |
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{ "first_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 112, "offset": 248 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 208, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 112, "offset": 248 } } }
# | 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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