Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1487315.015 | 1558958.0406 | -71643.0256 | -22819.2648 | 253153.4175 | -275972.6822 |
Total P&L (%) | 1487.315 | 1558.958 | -71.643 | -22.8193 | 253.1534 | -275.9727 |
Avg Daily Profit (%) | 0.6562 | 0.6878 | -0.0316 | -0.0114 | 0.0557 | 0 |
Buy And Hold Return (%) | 200 | 200 | 200 | 200 | 200 | 200 |
Max Trade Drawdown | -241116 | -163724 | -125719 | -2511902 | -2096966 | -475734 |
Profit Factor | 2.9088 | 4.108 | 0.7419 | 0.9952 | 1.071 | 0.7766 |
Total Trades | 124 | 62 | 62 | 124 | 62 | 62 |
Winning Trades | 53 | 25 | 28 | 53 | 25 | 28 |
Losing Trades | 71 | 37 | 34 | 71 | 37 | 34 |
Profitability (%) | 42.7419 | 40.3226 | 45.1613 | 42.7419 | 40.3226 | 45.1613 |
Ratio Avg Win / Avg Loss | 3.8967 | 6.0798 | 0.9009 | 1.3333 | 1.5851 | 0.943 |
Largest Winning Trade | 1420122 | 1420122 | 35333 | 2307723 | 2307723 | 209519 |
Largest Losing Trade | -35599 | -35599 | -31880 | -687123 | -687123 | -164772 |
Avg Bars in Trades | 72 | 120 | 23 | 72 | 120 | 23 |
Avg Bars in Winners | 112 | 204 | 29 | 112 | 204 | 29 |
Avg Bars in Losers | 42 | 63 | 18 | 42 | 63 | 18 |
Bars Traded | 8943 | 7469 | 1474 | 8943 | 7469 | 1474 |
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 | 539907 | -138873 | -736562 | -581605 | -501186 | -736562 |
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{ "first_band": { "type": "kcl", "factors": { "length": 111, "offset": 248, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 46, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 111, "offset": 248, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 46, "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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