Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1512714.4126 | 1571174.2409 | -58459.8283 | 61673.4525 | 67364.8865 | -5691.434 |
Total P&L (%) | 1512.7144 | 1571.1742 | -58.4598 | 61.6735 | 67.3649 | -5.6914 |
Avg Daily Profit (%) | 0.8336 | 0.8658 | -0.0322 | 0.0265 | 0.0284 | -0.0032 |
Buy And Hold Return (%) | 643.8698 | 643.8698 | 643.8698 | 643.8698 | 643.8698 | 643.8698 |
Max Trade Drawdown | -167836 | -138110 | -60344 | -696768 | -879539 | -230206 |
Profit Factor | 3.1332 | 4.127 | 0.7171 | 1.018 | 1.0261 | 0.9933 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 36 | 12 | 24 | 36 | 12 | 24 |
Losing Trades | 71 | 41 | 30 | 71 | 41 | 30 |
Profitability (%) | 33.6449 | 22.6415 | 44.4444 | 33.6449 | 22.6415 | 44.4444 |
Ratio Avg Win / Avg Loss | 6.1794 | 14.1007 | 0.8964 | 2.0076 | 3.5059 | 1.2417 |
Largest Winning Trade | 848491 | 848491 | 32195 | 684896 | 684896 | 203567 |
Largest Losing Trade | -51780 | -50999 | -51780 | -363448 | -363448 | -214391 |
Avg Bars in Trades | 63 | 116 | 10 | 63 | 116 | 10 |
Avg Bars in Winners | 111 | 308 | 12 | 111 | 308 | 12 |
Avg Bars in Losers | 39 | 60 | 9 | 39 | 60 | 9 |
Bars Traded | 6777 | 6184 | 593 | 6777 | 6184 | 593 |
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 | 307690 | -204119 | -762716 | -529020 | -731970 | -761049 |
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{ "first_band": { "type": "kcl", "factors": { "length": 49, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 49, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 11, "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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