Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1523568.6374 | 1511655.1078 | 11913.5296 | 901330.8602 | 2304404.7872 | -1403073.9271 |
Total P&L (%) | 1523.5686 | 1511.6551 | 11.9135 | 901.3309 | 2304.4048 | -1403.0739 |
Avg Daily Profit (%) | 0.8394 | 0.8328 | 0.0066 | 0.127 | 0.1753 | 0 |
Buy And Hold Return (%) | 600.6278 | 600.6278 | 600.6278 | 600.6278 | 600.6278 | 600.6278 |
Max Trade Drawdown | -148170 | -81448 | -87912 | -5065420 | -2387678 | -3011062 |
Profit Factor | 3.2004 | 4.7279 | 1.0415 | 1.0679 | 1.3094 | 0.7588 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 49 | 19 | 30 | 49 | 19 | 30 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 33.7931 | 26.3889 | 41.0959 | 33.7931 | 26.3889 | 41.0959 |
Ratio Avg Win / Avg Loss | 6.2701 | 13.1884 | 1.4928 | 2.0923 | 3.6526 | 1.0877 |
Largest Winning Trade | 791480 | 791480 | 70263 | 4160532 | 4160532 | 999621 |
Largest Losing Trade | -24619 | -23230 | -24619 | -1266568 | -723997 | -1266568 |
Avg Bars in Trades | 70 | 93 | 47 | 70 | 93 | 47 |
Avg Bars in Winners | 139 | 225 | 84 | 139 | 225 | 84 |
Avg Bars in Losers | 35 | 46 | 21 | 35 | 46 | 21 |
Bars Traded | 10224 | 6766 | 3457 | 10224 | 6766 | 3457 |
Profit Streak | 70.5393 | 71.3727 | 70.5393 | 70.5393 | 71.3727 | 70.5393 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390339 | -85344 | -599548 | -182896 | -95881 | -653974 |
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{ "first_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 19, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 19, "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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