Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 534687.2617 | 391042.8708 | 143644.3909 | 887387.0216 | -273212.0506 | 1160599.0722 |
Total P&L (%) | 534.6873 | 391.0429 | 143.6444 | 887.387 | -273.2121 | 1160.5991 |
Avg Daily Profit (%) | 0.282 | 0.2062 | 0.0758 | 0.1208 | 0 | 0.1337 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90642 | -103797 | -39518 | -2029809 | -2207072 | -580355 |
Profit Factor | 2.2425 | 2.3867 | 1.9684 | 1.1347 | 0.9437 | 1.6699 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Losing Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Profitability (%) | 61.7978 | 65.9091 | 57.7778 | 61.7978 | 65.9091 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.3863 | 1.2345 | 1.4384 | 0.7015 | 0.4881 | 1.2203 |
Largest Winning Trade | 255581 | 255581 | 40321 | 1334073 | 1334073 | 748396 |
Largest Losing Trade | -63069 | -63069 | -18939 | -988530 | -988530 | -311997 |
Avg Bars in Trades | 80 | 147 | 14 | 80 | 147 | 14 |
Avg Bars in Winners | 47 | 77 | 15 | 47 | 77 | 15 |
Avg Bars in Losers | 133 | 284 | 13 | 133 | 284 | 13 |
Bars Traded | 7166 | 6510 | 656 | 7166 | 6510 | 656 |
Profit Streak | 160.3519 | 160.3519 | 308.6019 | 160.3519 | 160.3519 | 308.6019 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 552656 | 511041 | -86414 | -101812 | -577691 | -9268 |
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{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 119, "offset": 0, "scalar": 4 } } }
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# | 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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