Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 396126.1465 | 325501.7546 | 70624.3919 | 78743.7687 | 207517.2937 | -128773.5249 |
Total P&L (%) | 396.1261 | 325.5018 | 70.6244 | 78.7438 | 207.5173 | -128.7735 |
Avg Daily Profit (%) | 0.2144 | 0.1761 | 0.0382 | 0.0314 | 0.0608 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167890 | -138500 | -104666 | -1348074 | -1118726 | -905660 |
Profit Factor | 1.3053 | 1.4416 | 1.126 | 1.0101 | 1.0484 | 0.9633 |
Total Trades | 280 | 140 | 140 | 280 | 140 | 140 |
Winning Trades | 141 | 67 | 74 | 141 | 67 | 74 |
Losing Trades | 139 | 73 | 66 | 139 | 73 | 66 |
Profitability (%) | 50.3571 | 47.8571 | 52.8571 | 50.3571 | 47.8571 | 52.8571 |
Ratio Avg Win / Avg Loss | 1.2868 | 1.5707 | 1.0043 | 0.9958 | 1.1423 | 0.8591 |
Largest Winning Trade | 93780 | 93780 | 39407 | 382201 | 382201 | 248965 |
Largest Losing Trade | -51830 | -29337 | -51830 | -446752 | -268716 | -446752 |
Avg Bars in Trades | 19 | 19 | 19 | 19 | 19 | 19 |
Avg Bars in Winners | 19 | 20 | 18 | 19 | 20 | 18 |
Avg Bars in Losers | 19 | 19 | 19 | 19 | 19 | 19 |
Bars Traded | 5434 | 2772 | 2662 | 5434 | 2772 | 2662 |
Profit Streak | 0 | 0 | 64.2898 | 0 | 0 | 64.2898 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 347348 | 314595 | -222336 | -360186 | -279748 | -579340 |
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{ "first_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 36, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 40, "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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