Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 131181.9293 | 72574.7779 | 58607.1513 | 195129.3884 | 178505.7008 | 16623.6876 |
Total P&L (%) | 131.1819 | 72.5748 | 58.6072 | 195.1294 | 178.5057 | 16.6237 |
Avg Daily Profit (%) | 0.5037 | 0.2787 | 0.225 | 0.4164 | 0.3941 | 0.0591 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72613 | -13452 | -86573 | -302223 | -48167 | -347216 |
Profit Factor | 1.6317 | 1.997 | 1.4346 | 1.271 | 1.829 | 1.0329 |
Total Trades | 142 | 71 | 71 | 142 | 71 | 71 |
Winning Trades | 113 | 55 | 58 | 113 | 55 | 58 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 79.5775 | 77.4648 | 81.6901 | 79.5775 | 77.4648 | 81.6901 |
Ratio Avg Win / Avg Loss | 0.4188 | 0.5809 | 0.3215 | 0.3262 | 0.5321 | 0.2315 |
Largest Winning Trade | 14660 | 14660 | 11596 | 31550 | 28331 | 31550 |
Largest Losing Trade | -25067 | -13452 | -25067 | -113932 | -48167 | -113932 |
Avg Bars in Trades | 173 | 74 | 272 | 173 | 74 | 272 |
Avg Bars in Winners | 91 | 43 | 138 | 91 | 43 | 138 |
Avg Bars in Losers | 490 | 182 | 868 | 490 | 182 | 868 |
Bars Traded | 24611 | 5294 | 19317 | 24611 | 5294 | 19317 |
Profit Streak | 0 | 0 | 10.7079 | 0 | 0 | 10.7079 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 490360 | -75205 | -76091 | 388914 | -74543 | -391558 |
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{ "first_band": { "type": "kcl", "factors": { "length": 37, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 248, "offset": 0, "scalar": 5 } } }
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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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