Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2185793.6652 | 2103141.166 | 82652.4992 | 1647124.789 | 1280163.7323 | 366961.0566 |
Total P&L (%) | 2185.7937 | 2103.1412 | 82.6525 | 1647.1248 | 1280.1637 | 366.9611 |
Avg Daily Profit (%) | 0.9435 | 0.9078 | 0.0357 | 0.1235 | 0.1134 | 0.0665 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102396 | -56298 | -134072 | -1816346 | -1358745 | -857425 |
Profit Factor | 4.1213 | 7.2407 | 1.2275 | 1.2594 | 1.4023 | 1.1159 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 39 | 17 | 22 | 39 | 17 | 22 |
Losing Trades | 56 | 31 | 25 | 56 | 31 | 25 |
Profitability (%) | 41.0526 | 35.4167 | 46.8085 | 41.0526 | 35.4167 | 46.8085 |
Ratio Avg Win / Avg Loss | 5.9177 | 13.2037 | 1.3949 | 1.8084 | 2.557 | 1.268 |
Largest Winning Trade | 1908459 | 1908459 | 80457 | 1188482 | 1021466 | 1188482 |
Largest Losing Trade | -53927 | -34377 | -53927 | -849517 | -368276 | -849517 |
Avg Bars in Trades | 89 | 53 | 125 | 89 | 53 | 125 |
Avg Bars in Winners | 170 | 113 | 213 | 170 | 113 | 213 |
Avg Bars in Losers | 32 | 20 | 47 | 32 | 20 | 47 |
Bars Traded | 8464 | 2572 | 5892 | 8464 | 2572 | 5892 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 619731 | 583388 | -146757 | -29937 | -45005 | -198316 |
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{ "first_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "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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