Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182309.7346 | -59104.8611 | 241414.5957 | 17762.0455 | 65596.4023 | -47834.3568 |
Total P&L (%) | 182.3097 | -59.1049 | 241.4146 | 17.762 | 65.5964 | -47.8344 |
Avg Daily Profit (%) | 0.1196 | -0.0388 | 0.1584 | 0.0107 | 0.0331 | -0.0427 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123958 | -92659 | -80643 | -1025680 | -193815 | -913281 |
Profit Factor | 1.5941 | 0.6944 | 3.1268 | 1.0121 | 1.1382 | 0.952 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 42 | 17 | 25 | 42 | 17 | 25 |
Losing Trades | 17 | 13 | 4 | 17 | 13 | 4 |
Profitability (%) | 71.1864 | 56.6667 | 86.2069 | 71.1864 | 56.6667 | 86.2069 |
Ratio Avg Win / Avg Loss | 0.6452 | 0.531 | 0.5003 | 0.4096 | 0.8704 | 0.1523 |
Largest Winning Trade | 37622 | 37622 | 34973 | 270761 | 270761 | 125740 |
Largest Losing Trade | -80643 | -48155 | -80643 | -913281 | -102116 | -913281 |
Avg Bars in Trades | 134 | 113 | 156 | 134 | 113 | 156 |
Avg Bars in Winners | 82 | 68 | 91 | 82 | 68 | 91 |
Avg Bars in Losers | 262 | 171 | 557 | 262 | 171 | 557 |
Bars Traded | 7920 | 3393 | 4528 | 7920 | 3393 | 4528 |
Profit Streak | 0 | 0 | 258.1003 | 0 | 0 | 258.1003 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -209862 | -579961 | 571328 | -572555 | -218337 | -575370 |
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{ "first_band": { "type": "kcl", "factors": { "length": 37, "offset": 38, "scalar": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 220, "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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