Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1750741.3387 | 1712042.298 | 38699.0407 | 1435617.2935 | 1794798.4492 | -359181.1557 |
Total P&L (%) | 1750.7413 | 1712.0423 | 38.699 | 1435.6173 | 1794.7984 | -359.1812 |
Avg Daily Profit (%) | 0.9584 | 0.9372 | 0.0212 | 0.1496 | 0.1612 | 0 |
Buy And Hold Return (%) | 700.6639 | 700.6639 | 700.6639 | 700.6639 | 700.6639 | 700.6639 |
Max Trade Drawdown | -139454 | -91855 | -77187 | -4952459 | -3232029 | -2261947 |
Profit Factor | 3.7027 | 5.6953 | 1.1367 | 1.1123 | 1.2416 | 0.9329 |
Total Trades | 123 | 61 | 62 | 123 | 61 | 62 |
Winning Trades | 53 | 26 | 27 | 53 | 26 | 27 |
Losing Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Profitability (%) | 43.0894 | 42.623 | 43.5484 | 43.0894 | 42.623 | 43.5484 |
Ratio Avg Win / Avg Loss | 4.8904 | 7.6667 | 1.4735 | 1.4691 | 1.6713 | 1.2093 |
Largest Winning Trade | 993871 | 993871 | 53767 | 2829703 | 2829703 | 836434 |
Largest Losing Trade | -56302 | -56302 | -40165 | -1198134 | -1198134 | -656898 |
Avg Bars in Trades | 83 | 113 | 53 | 83 | 113 | 53 |
Avg Bars in Winners | 117 | 151 | 84 | 117 | 151 | 84 |
Avg Bars in Losers | 57 | 84 | 30 | 57 | 84 | 30 |
Bars Traded | 10230 | 6893 | 3337 | 10230 | 6893 | 3337 |
Profit Streak | 91.4945 | 0 | 154.4945 | 91.4945 | 0 | 154.4945 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 532098 | -147169 | -556517 | -98219 | -159784 | -735114 |
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{ "first_band": { "type": "kcl", "factors": { "length": 145, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 145, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 77, "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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