Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 599630.5618 | 405219.1453 | 194411.4165 | 288481.561 | -97648.332 | 386129.893 |
Total P&L (%) | 599.6306 | 405.2191 | 194.4114 | 288.4816 | -97.6483 | 386.1299 |
Avg Daily Profit (%) | 0.331 | 0.2237 | 0.1073 | 0.0749 | -0.2068 | 0.0873 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -137714 | -190225 | -39200 | -1458280 | -1478388 | -358697 |
Profit Factor | 1.5022 | 1.5109 | 1.4849 | 1.035 | 0.9819 | 1.1361 |
Total Trades | 346 | 173 | 173 | 346 | 173 | 173 |
Winning Trades | 130 | 54 | 76 | 130 | 54 | 76 |
Losing Trades | 216 | 119 | 97 | 216 | 119 | 97 |
Profitability (%) | 37.5723 | 31.2139 | 43.9306 | 37.5723 | 31.2139 | 43.9306 |
Ratio Avg Win / Avg Loss | 2.4959 | 3.3296 | 1.8952 | 1.7198 | 2.1638 | 1.45 |
Largest Winning Trade | 320034 | 320034 | 48273 | 946912 | 946912 | 250178 |
Largest Losing Trade | -26063 | -26063 | -25045 | -399387 | -399387 | -186601 |
Avg Bars in Trades | 62 | 90 | 34 | 62 | 90 | 34 |
Avg Bars in Winners | 90 | 144 | 51 | 90 | 144 | 51 |
Avg Bars in Losers | 45 | 65 | 21 | 45 | 65 | 21 |
Bars Traded | 21569 | 15590 | 5979 | 21569 | 15590 | 5979 |
Profit Streak | 33.8151 | 37.1485 | 33.8151 | 33.8151 | 37.1485 | 33.8151 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344096 | 140284 | -48849 | -275783 | -584410 | -148672 |
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{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 33, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 33, "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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