Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1263949.4603 | 1228869.6279 | 35079.8324 | 56612.0591 | 147972.0237 | -91359.9647 |
Total P&L (%) | 1263.9495 | 1228.8696 | 35.0798 | 56.6121 | 147.972 | -91.36 |
Avg Daily Profit (%) | 0.5453 | 0.5301 | 0.0151 | 0.0194 | 0.0392 | -0.1056 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -148061 | -156709 | -77906 | -881946 | -845734 | -403081 |
Profit Factor | 3.0298 | 3.8864 | 1.1781 | 1.0289 | 1.1143 | 0.8628 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 48.1481 | 42.5 | 53.6585 | 48.1481 | 42.5 | 53.6585 |
Ratio Avg Win / Avg Loss | 3.2628 | 5.2581 | 1.0175 | 1.108 | 1.5076 | 0.7451 |
Largest Winning Trade | 1211775 | 1211775 | 47790 | 596031 | 596031 | 181330 |
Largest Losing Trade | -67816 | -67816 | -28971 | -268855 | -268855 | -182686 |
Avg Bars in Trades | 107 | 192 | 24 | 107 | 192 | 24 |
Avg Bars in Winners | 138 | 285 | 25 | 138 | 285 | 25 |
Avg Bars in Losers | 78 | 123 | 23 | 78 | 123 | 23 |
Bars Traded | 8714 | 7703 | 1011 | 8714 | 7703 | 1011 |
Profit Streak | 98.3429 | 0 | 175.8429 | 98.3429 | 0 | 175.8429 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 12184 | 538174 | -198146 | -373095 | -237154 | -579020 |
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{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcu", "factors": { "length": 46, "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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