Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 762481.8 | 682625.5075 | 79856.2925 | 5189098.6931 | 3798508.977 | 1390589.7162 |
Total P&L (%) | 762.4818 | 682.6255 | 79.8563 | 5189.0987 | 3798.509 | 1390.5897 |
Avg Daily Profit (%) | 0.3051 | 0.2731 | 0.032 | 0.1589 | 0.1467 | 0.1082 |
Buy And Hold Return (%) | 654.6631 | 654.6631 | 654.6631 | 654.6631 | 654.6631 | 654.6631 |
Max Trade Drawdown | -78330 | -77239 | -18833 | -1838481 | -1178669 | -659811 |
Profit Factor | 3.5204 | 4.1984 | 1.8962 | 2.9058 | 3.1161 | 2.4989 |
Total Trades | 79 | 39 | 40 | 79 | 39 | 40 |
Winning Trades | 47 | 25 | 22 | 47 | 25 | 22 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 59.4937 | 64.1026 | 55 | 59.4937 | 64.1026 | 55 |
Ratio Avg Win / Avg Loss | 2.3969 | 2.3511 | 1.5515 | 1.9784 | 1.745 | 2.0445 |
Largest Winning Trade | 309760 | 309760 | 17321 | 2021388 | 2021388 | 580463 |
Largest Losing Trade | -57557 | -57557 | -11667 | -735280 | -735280 | -328494 |
Avg Bars in Trades | 165 | 298 | 35 | 165 | 298 | 35 |
Avg Bars in Winners | 136 | 213 | 48 | 136 | 213 | 48 |
Avg Bars in Losers | 207 | 450 | 19 | 207 | 450 | 19 |
Bars Traded | 13078 | 11649 | 1429 | 13078 | 11649 | 1429 |
Profit Streak | 74.946 | 78.2793 | 74.946 | 74.946 | 78.2793 | 74.946 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -127241 | -133807 | -310741 | -15112 | 401173 | -47835 |
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{ "first_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 193, "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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