Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2579461.5376 | 2601523.3413 | -22061.8038 | 85614.7095 | 696623.9033 | -611009.1938 |
Total P&L (%) | 2579.4615 | 2601.5233 | -22.0618 | 85.6147 | 696.6239 | -611.0092 |
Avg Daily Profit (%) | 1.1597 | 1.1696 | -0.0099 | 0.0278 | 0.0933 | 0 |
Buy And Hold Return (%) | 318.1487 | 318.1487 | 318.1487 | 318.1487 | 318.1487 | 318.1487 |
Max Trade Drawdown | -246900 | -152308 | -156609 | -2628514 | -2049106 | -1225211 |
Profit Factor | 3.9548 | 7.0438 | 0.9501 | 1.0117 | 1.1725 | 0.8125 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 68 | 35 | 33 | 68 | 35 | 33 |
Profitability (%) | 44.2623 | 42.623 | 45.9016 | 44.2623 | 42.623 | 45.9016 |
Ratio Avg Win / Avg Loss | 4.9802 | 9.482 | 1.1198 | 1.274 | 1.5784 | 0.9576 |
Largest Winning Trade | 2499434 | 2499434 | 46437 | 2414744 | 2414744 | 872259 |
Largest Losing Trade | -77388 | -43938 | -77388 | -1183673 | -1183673 | -608095 |
Avg Bars in Trades | 51 | 38 | 63 | 51 | 38 | 63 |
Avg Bars in Winners | 57 | 46 | 67 | 57 | 46 | 67 |
Avg Bars in Losers | 46 | 33 | 60 | 46 | 33 | 60 |
Bars Traded | 6250 | 2367 | 3883 | 6250 | 2367 | 3883 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 669563 | -142811 | -742385 | -531034 | -268060 | -744052 |
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{ "first_band": { "type": "kcl", "factors": { "length": 96, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 96, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 158, "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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