Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 62330.5712 | -560.293 | 62890.8642 | 66026.4748 | -13032.5071 | 79058.9819 |
Total P&L (%) | 62.3306 | -0.5603 | 62.8909 | 66.0265 | -13.0325 | 79.059 |
Avg Daily Profit (%) | 0.2393 | -0.0022 | 0.2415 | 0.1949 | -0.0536 | 0.2239 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -56904 | -29723 | -31473 | -95736 | -52970 | -51548 |
Profit Factor | 1.4249 | 0.9916 | 1.7866 | 1.2795 | 0.8803 | 1.6209 |
Total Trades | 94 | 47 | 47 | 94 | 47 | 47 |
Winning Trades | 65 | 30 | 35 | 65 | 30 | 35 |
Losing Trades | 29 | 17 | 12 | 29 | 17 | 12 |
Profitability (%) | 69.1489 | 63.8298 | 74.4681 | 69.1489 | 63.8298 | 74.4681 |
Ratio Avg Win / Avg Loss | 0.6357 | 0.5619 | 0.6125 | 0.5709 | 0.4989 | 0.5558 |
Largest Winning Trade | 10512 | 7755 | 10512 | 14050 | 14050 | 13069 |
Largest Losing Trade | -14286 | -14240 | -14286 | -23666 | -23666 | -22625 |
Avg Bars in Trades | 260 | 134 | 387 | 260 | 134 | 387 |
Avg Bars in Winners | 153 | 70 | 223 | 153 | 70 | 223 |
Avg Bars in Losers | 502 | 245 | 865 | 502 | 245 | 865 |
Bars Traded | 24526 | 6308 | 18218 | 24526 | 6308 | 18218 |
Profit Streak | 0 | 0 | 13.1631 | 0 | 0 | 13.1631 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 296704 | -580299 | 397784 | 259898 | -580299 | 397938 |
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{ "first_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcl", "factors": { "length": 245, "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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