Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 9483177.5881 | 9542879.6296 | -59702.0415 | 151103.3379 | -466785.0514 | 617888.3893 |
Total P&L (%) | 9483.1776 | 9542.8796 | -59.702 | 151.1033 | -466.7851 | 617.8884 |
Avg Daily Profit (%) | 3.9985 | 4.0237 | -0.0252 | 0.0388 | 0 | 0.0831 |
Buy And Hold Return (%) | 717.4179 | 717.4179 | 717.4179 | 717.4179 | 717.4179 | 717.4179 |
Max Trade Drawdown | -208377 | -159872 | -89744 | -6183001 | -5627798 | -1161274 |
Profit Factor | 17.6927 | 24.5823 | 0.6347 | 1.013 | 0.9488 | 1.2502 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 39.3443 | 36.6667 | 41.9355 | 39.3443 | 36.6667 | 41.9355 |
Ratio Avg Win / Avg Loss | 27.2763 | 42.4603 | 0.8788 | 1.5618 | 1.6388 | 1.7311 |
Largest Winning Trade | 9656533 | 9656533 | 34278 | 5160183 | 5160183 | 1196437 |
Largest Losing Trade | -39690 | -39690 | -29074 | -1846143 | -1846143 | -1161274 |
Avg Bars in Trades | 103 | 195 | 15 | 103 | 195 | 15 |
Avg Bars in Winners | 134 | 275 | 15 | 134 | 275 | 15 |
Avg Bars in Losers | 83 | 148 | 15 | 83 | 148 | 15 |
Bars Traded | 6333 | 5850 | 483 | 6333 | 5850 | 483 |
Profit Streak | 0 | 105.8161 | 0 | 0 | 105.8161 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -145950 | 712823 | -583676 | -682297 | -582671 | -249312 |
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{ "first_band": { "type": "kcl", "factors": { "length": 59, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 59, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "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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