Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2600904.5138 | 2486263.422 | 114641.0917 | 818311.6955 | -65653.1888 | 883964.8843 |
Total P&L (%) | 2600.9045 | 2486.2634 | 114.6411 | 818.3117 | -65.6532 | 883.9649 |
Avg Daily Profit (%) | 1.3157 | 1.2578 | 0.058 | 0.1122 | -0.054 | 0.1157 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -96837 | -131715 | -30381 | -1591585 | -1828251 | -474992 |
Profit Factor | 8.8756 | 11.4011 | 2.2569 | 1.2459 | 0.9715 | 1.8604 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Profitability (%) | 43.9394 | 39.3939 | 48.4848 | 43.9394 | 39.3939 | 48.4848 |
Ratio Avg Win / Avg Loss | 11.324 | 17.5402 | 2.3979 | 1.5896 | 1.4946 | 1.9767 |
Largest Winning Trade | 2641936 | 2641936 | 43444 | 1695068 | 1695068 | 638056 |
Largest Losing Trade | -37499 | -37499 | -26709 | -650300 | -650300 | -474992 |
Avg Bars in Trades | 107 | 186 | 29 | 107 | 186 | 29 |
Avg Bars in Winners | 175 | 344 | 38 | 175 | 344 | 38 |
Avg Bars in Losers | 54 | 84 | 20 | 54 | 84 | 20 |
Bars Traded | 7125 | 6167 | 958 | 7125 | 6167 | 958 |
Profit Streak | 0 | 0 | 753.8934 | 0 | 0 | 753.8934 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108992 | 645919 | -110937 | -173013 | -583260 | -34301 |
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{ "first_band": { "type": "kcl", "factors": { "length": 222, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 222, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 69, "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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