Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 8975.9639 | 184044.6995 | -175068.7356 | 14912958.7608 | 3367858.3781 | 11545100.3828 |
Total P&L (%) | 8.976 | 184.0447 | -175.0687 | 14912.9588 | 3367.8584 | 11545.1004 |
Avg Daily Profit (%) | 0.0047 | 0.0973 | -0.0926 | 0.2653 | 0.1877 | 0.2519 |
Buy And Hold Return (%) | 15.2542 | 15.2542 | 15.2542 | 15.2542 | 15.2542 | 15.2542 |
Max Trade Drawdown | -312159 | -31945 | -332023 | -2515208 | -975081 | -1849755 |
Profit Factor | 1.0115 | 3.2445 | 0.7491 | 2.8291 | 2.2584 | 3.1079 |
Total Trades | 89 | 45 | 44 | 89 | 45 | 44 |
Winning Trades | 67 | 35 | 32 | 47 | 25 | 22 |
Losing Trades | 22 | 10 | 12 | 42 | 20 | 22 |
Profitability (%) | 75.2809 | 77.7778 | 72.7273 | 52.809 | 55.5556 | 50 |
Ratio Avg Win / Avg Loss | 0.3321 | 0.927 | 0.2809 | 2.5281 | 1.8067 | 3.1079 |
Largest Winning Trade | 43384 | 27983 | 43384 | 4907882 | 1243192 | 4907882 |
Largest Losing Trade | -312159 | -31945 | -312159 | -851161 | -678864 | -851161 |
Avg Bars in Trades | 247 | 66 | 432 | 247 | 66 | 432 |
Avg Bars in Winners | 142 | 46 | 247 | 247 | 67 | 452 |
Avg Bars in Losers | 566 | 136 | 924 | 247 | 66 | 411 |
Bars Traded | 22015 | 3007 | 19008 | 22015 | 3007 | 19008 |
Profit Streak | 61.7819 | 233.7819 | 61.7819 | 61.7819 | 233.7819 | 61.7819 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -556603 | -54470 | -577213 | 575580 | 522549 | 541347 |
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 1 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 1 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 3 } } }
# | 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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