Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1451480.4657 | 1388726.6615 | 62753.8041 | 2785861.2405 | 5368670.8262 | -2582809.5857 |
Total P&L (%) | 1451.4805 | 1388.7267 | 62.7538 | 2785.8612 | 5368.6708 | -2582.8096 |
Avg Daily Profit (%) | 0.8003 | 0.7657 | 0.0346 | 0.1856 | 0.2209 | 0 |
Buy And Hold Return (%) | 557.5813 | 557.5813 | 557.5813 | 557.5813 | 557.5813 | 557.5813 |
Max Trade Drawdown | -159331 | -109449 | -58980 | -13566551 | -9272620 | -4306420 |
Profit Factor | 3.1218 | 4.1944 | 1.2517 | 1.0946 | 1.2806 | 0.7495 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 56 | 23 | 33 | 56 | 23 | 33 |
Losing Trades | 97 | 53 | 44 | 97 | 53 | 44 |
Profitability (%) | 36.6013 | 30.2632 | 42.8571 | 36.6013 | 30.2632 | 42.8571 |
Ratio Avg Win / Avg Loss | 5.4074 | 9.6654 | 1.6689 | 1.896 | 2.951 | 0.9993 |
Largest Winning Trade | 816760 | 816760 | 67370 | 8565225 | 8565225 | 1193800 |
Largest Losing Trade | -28150 | -28150 | -26505 | -3452652 | -3452652 | -1015214 |
Avg Bars in Trades | 136 | 195 | 78 | 136 | 195 | 78 |
Avg Bars in Winners | 229 | 405 | 107 | 229 | 405 | 107 |
Avg Bars in Losers | 82 | 103 | 56 | 82 | 103 | 56 |
Bars Traded | 20857 | 14828 | 6029 | 20857 | 14828 | 6029 |
Profit Streak | 0 | 74.6321 | 0 | 0 | 74.6321 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 405309 | -40117 | -356288 | -113166 | -47283 | -625513 |
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{ "first_band": { "type": "kcl", "factors": { "length": 231, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 231, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 54, "offset": 0, "poles": 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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