Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 165882.6799 | 242846.9545 | -76964.2746 | -91262.5892 | 94933.143 | -186195.7322 |
Total P&L (%) | 165.8827 | 242.847 | -76.9643 | -91.2626 | 94.9331 | -186.1957 |
Avg Daily Profit (%) | 0.1175 | 0.1721 | -0.0545 | -0.1726 | 0.0473 | 0 |
Buy And Hold Return (%) | 11.0849 | 11.0849 | 11.0849 | 11.0849 | 11.0849 | 11.0849 |
Max Trade Drawdown | -158427 | -112704 | -161285 | -731541 | -553226 | -334033 |
Profit Factor | 1.2212 | 1.707 | 0.8106 | 0.925 | 1.1447 | 0.668 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 121 | 62 | 59 | 121 | 62 | 59 |
Losing Trades | 50 | 23 | 27 | 50 | 23 | 27 |
Profitability (%) | 70.7602 | 72.9412 | 68.6047 | 70.7602 | 72.9412 | 68.6047 |
Ratio Avg Win / Avg Loss | 0.5046 | 0.6332 | 0.371 | 0.3822 | 0.4246 | 0.3057 |
Largest Winning Trade | 49564 | 49564 | 17350 | 130552 | 130552 | 38496 |
Largest Losing Trade | -89613 | -71847 | -89613 | -529415 | -529415 | -197842 |
Avg Bars in Trades | 91 | 151 | 32 | 91 | 151 | 32 |
Avg Bars in Winners | 39 | 57 | 21 | 39 | 57 | 21 |
Avg Bars in Losers | 217 | 405 | 57 | 217 | 405 | 57 |
Bars Traded | 15663 | 12859 | 2803 | 15663 | 12859 | 2803 |
Profit Streak | 491.6924 | 0 | 491.7757 | 491.6924 | 0 | 491.7757 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -33984 | 387515 | -577828 | -576606 | -189830 | -577828 |
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{ "first_band": { "type": "kcl", "factors": { "length": 33, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 154, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 33, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 154, "offset": 0, "scalar": 1 } } }
# | 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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