Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1225349.7298 | 1219897.4727 | 5452.257 | 139824.1545 | 292107.3782 | -152283.2236 |
Total P&L (%) | 1225.3497 | 1219.8975 | 5.4523 | 139.8242 | 292.1074 | -152.2832 |
Avg Daily Profit (%) | 0.5303 | 0.5279 | 0.0024 | 0.0379 | 0.0592 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -175707 | -175340 | -94177 | -508979 | -418554 | -276002 |
Profit Factor | 2.9407 | 4.0606 | 1.0234 | 1.1241 | 1.4445 | 0.6757 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 16 | 21 | 37 | 16 | 21 |
Losing Trades | 38 | 21 | 17 | 38 | 21 | 17 |
Profitability (%) | 49.3333 | 43.2432 | 55.2632 | 49.3333 | 43.2432 | 55.2632 |
Ratio Avg Win / Avg Loss | 3.0202 | 5.3296 | 0.8285 | 1.1545 | 1.8959 | 0.547 |
Largest Winning Trade | 1086385 | 1086385 | 29571 | 506976 | 506976 | 44428 |
Largest Losing Trade | -60285 | -60285 | -36206 | -200454 | -191435 | -200454 |
Avg Bars in Trades | 85 | 150 | 21 | 85 | 150 | 21 |
Avg Bars in Winners | 110 | 224 | 24 | 110 | 224 | 24 |
Avg Bars in Losers | 60 | 93 | 18 | 60 | 93 | 18 |
Bars Traded | 6393 | 5559 | 834 | 6393 | 5559 | 834 |
Profit Streak | 61.8458 | 0 | 139.8458 | 61.8458 | 0 | 139.8458 |
Trades During Streak | 1 | 0 | 3 | 1 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44500 | 551685 | -549547 | -287324 | -114484 | -578453 |
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{ "first_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 165, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 153, "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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