Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 966373.3995 | 813404.3887 | 152969.0107 | 6893010.7436 | 4546573.8435 | 2346436.9001 |
Total P&L (%) | 966.3734 | 813.4044 | 152.969 | 6893.0107 | 4546.5738 | 2346.4369 |
Avg Daily Profit (%) | 0.3865 | 0.3254 | 0.0612 | 0.17 | 0.1537 | 0.128 |
Buy And Hold Return (%) | 365.5946 | 365.5946 | 365.5946 | 365.5946 | 365.5946 | 365.5946 |
Max Trade Drawdown | -92284 | -84383 | -58243 | -1211239 | -1065361 | -493620 |
Profit Factor | 3.8767 | 5.4586 | 1.9966 | 3.2372 | 3.2273 | 3.2567 |
Total Trades | 62 | 31 | 31 | 62 | 31 | 31 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 16 | 9 | 7 | 16 | 9 | 7 |
Profitability (%) | 74.1935 | 70.9677 | 77.4194 | 74.1935 | 70.9677 | 77.4194 |
Ratio Avg Win / Avg Loss | 1.3484 | 2.233 | 0.5823 | 1.126 | 1.3203 | 0.9499 |
Largest Winning Trade | 464650 | 464650 | 36557 | 2263948 | 2263948 | 1193952 |
Largest Losing Trade | -63328 | -63328 | -58243 | -945377 | -945377 | -392788 |
Avg Bars in Trades | 76 | 107 | 44 | 76 | 107 | 44 |
Avg Bars in Winners | 55 | 61 | 49 | 55 | 61 | 49 |
Avg Bars in Losers | 135 | 220 | 27 | 135 | 220 | 27 |
Bars Traded | 4729 | 3341 | 1388 | 4729 | 3341 | 1388 |
Profit Streak | 126.2936 | 126.2936 | 353.7936 | 126.2936 | 126.2936 | 353.7936 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -141914 | 557561 | -271107 | -141119 | 588109 | -13824 |
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{ "first_band": { "type": "kcl", "factors": { "length": 33, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 33, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 164, "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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