Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8234803.7842 | 8312432.437 | -77628.6528 | -5898.3388 | 742000.782 | -747899.1209 |
Total P&L (%) | 8234.8038 | 8312.4324 | -77.6287 | -5.8983 | 742.0008 | -747.8991 |
Avg Daily Profit (%) | 3.9527 | 3.99 | -0.0373 | -0.0029 | 0.1023 | 0 |
Buy And Hold Return (%) | 35.2941 | 35.2941 | 35.2941 | 35.2941 | 35.2941 | 35.2941 |
Max Trade Drawdown | -321298 | -252385 | -83566 | -7181495 | -5865143 | -1426485 |
Profit Factor | 14.0553 | 18.7477 | 0.522 | 0.9993 | 1.1176 | 0.5983 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 39 | 19 | 20 | 39 | 19 | 20 |
Losing Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Profitability (%) | 37.8641 | 37.2549 | 38.4615 | 37.8641 | 37.2549 | 38.4615 |
Ratio Avg Win / Avg Loss | 23.065 | 31.5751 | 0.8352 | 1.6398 | 1.8822 | 0.9573 |
Largest Winning Trade | 8553627 | 8553627 | 19925 | 6429266 | 6429266 | 579837 |
Largest Losing Trade | -45617 | -45617 | -16710 | -1921209 | -1921209 | -867385 |
Avg Bars in Trades | 225 | 428 | 25 | 225 | 428 | 25 |
Avg Bars in Winners | 380 | 738 | 40 | 380 | 738 | 40 |
Avg Bars in Losers | 130 | 244 | 16 | 130 | 244 | 16 |
Bars Traded | 23183 | 21848 | 1335 | 23183 | 21848 | 1335 |
Profit Streak | 107.1462 | 0 | 206.7296 | 107.1462 | 0 | 206.7296 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 739697 | -160548 | -764066 | -581884 | -331066 | -764066 |
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{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 218, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midprice", "factors": { "length": 86, "offset": 0 } } }
# | 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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