Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 55316.2496 | -8390.3693 | 63706.6189 | 48510.2419 | -20363.2088 | 68873.4508 |
Total P&L (%) | 55.3163 | -8.3904 | 63.7066 | 48.5102 | -20.3632 | 68.8735 |
Avg Daily Profit (%) | 0.2124 | -0.0322 | 0.2446 | 0.152 | -0.0874 | 0.2014 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -46153 | -32152 | -22801 | -64653 | -42322 | -31539 |
Profit Factor | 1.2932 | 0.9325 | 1.9901 | 1.1863 | 0.8794 | 1.7515 |
Total Trades | 130 | 65 | 65 | 130 | 65 | 65 |
Winning Trades | 92 | 43 | 49 | 92 | 43 | 49 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 70.7692 | 66.1538 | 75.3846 | 70.7692 | 66.1538 | 75.3846 |
Ratio Avg Win / Avg Loss | 0.5341 | 0.4771 | 0.6498 | 0.49 | 0.4499 | 0.5719 |
Largest Winning Trade | 9311 | 9148 | 9311 | 13672 | 12306 | 13672 |
Largest Losing Trade | -28717 | -28717 | -13311 | -30695 | -30695 | -21007 |
Avg Bars in Trades | 186 | 152 | 219 | 186 | 152 | 219 |
Avg Bars in Winners | 108 | 63 | 148 | 108 | 63 | 148 |
Avg Bars in Losers | 373 | 325 | 438 | 373 | 325 | 438 |
Bars Traded | 24204 | 9922 | 14282 | 24204 | 9922 | 14282 |
Profit Streak | 6.9996 | 6.9996 | 19.2809 | 6.9996 | 6.9996 | 19.2809 |
Trades During Streak | 4 | 2 | 4 | 4 | 2 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301907 | -710606 | -119679 | -8293 | -710606 | -120164 |
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{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 1 } }, "second_band": { "type": "kcl", "factors": { "length": 220, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 1 } }, "second_band": { "type": "kcl", "factors": { "length": 220, "offset": 0, "scalar": 2 } } }
# | 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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