Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 525877.4706 | 309511.3832 | 216366.0875 | 666657.0879 | 2559033.9864 | -1892376.8985 |
Total P&L (%) | 525.8775 | 309.5114 | 216.3661 | 666.6571 | 2559.034 | -1892.3769 |
Avg Daily Profit (%) | 0.276 | 0.1624 | 0.1136 | 0.107 | 0.1723 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141909 | -21298 | -123077 | -8482854 | -969837 | -7768090 |
Profit Factor | 2.6717 | 4.4376 | 1.9636 | 1.0613 | 2.102 | 0.7788 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 65.6716 | 64.7059 | 66.6667 | 65.6716 | 64.7059 | 66.6667 |
Ratio Avg Win / Avg Loss | 1.3966 | 2.4205 | 0.9818 | 0.5548 | 1.1465 | 0.3894 |
Largest Winning Trade | 73447 | 54746 | 73447 | 3410106 | 1430275 | 3410106 |
Largest Losing Trade | -92300 | -18356 | -92300 | -5225395 | -724200 | -5225395 |
Avg Bars in Trades | 78 | 9 | 149 | 78 | 9 | 149 |
Avg Bars in Winners | 100 | 9 | 191 | 100 | 9 | 191 |
Avg Bars in Losers | 35 | 8 | 65 | 35 | 8 | 65 |
Bars Traded | 5245 | 321 | 4924 | 5245 | 321 | 4924 |
Profit Streak | 0 | 0 | 292.1773 | 0 | 0 | 292.1773 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106295 | 606581 | -37339 | -323523 | 462744 | -577674 |
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcl", "factors": { "length": 34, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 85, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcl", "factors": { "length": 34, "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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