Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 407683.7791 | 365206.9258 | 42476.8534 | 245950.317 | 556918.3684 | -310968.0514 |
Total P&L (%) | 407.6838 | 365.2069 | 42.4769 | 245.9503 | 556.9184 | -310.9681 |
Avg Daily Profit (%) | 0.2186 | 0.1958 | 0.0228 | 0.0666 | 0.101 | 0 |
Buy And Hold Return (%) | 24.7436 | 24.7436 | 24.7436 | 24.7436 | 24.7436 | 24.7436 |
Max Trade Drawdown | -206686 | -61818 | -167380 | -974030 | -308216 | -725711 |
Profit Factor | 1.8396 | 2.7958 | 1.1505 | 1.1456 | 1.8397 | 0.6968 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 28 | 14 | 14 | 28 | 14 | 14 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 39.4366 | 38.8889 | 40 | 39.4366 | 38.8889 | 40 |
Ratio Avg Win / Avg Loss | 2.8252 | 4.3934 | 1.7258 | 1.7594 | 2.891 | 1.0452 |
Largest Winning Trade | 157921 | 157921 | 62333 | 535745 | 535745 | 164259 |
Largest Losing Trade | -60885 | -24668 | -60885 | -323270 | -175808 | -323270 |
Avg Bars in Trades | 95 | 35 | 158 | 95 | 35 | 158 |
Avg Bars in Winners | 191 | 52 | 330 | 191 | 52 | 330 |
Avg Bars in Losers | 33 | 24 | 43 | 33 | 24 | 43 |
Bars Traded | 6799 | 1265 | 5535 | 6799 | 1265 | 5535 |
Profit Streak | 0 | 0 | 83.0984 | 0 | 0 | 83.0984 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -84114 | 309542 | -228383 | -258641 | -58559 | -582451 |
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{ "first_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcl", "factors": { "length": 39, "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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