Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1428798.876 | 1414990.3421 | 13808.5339 | 754808.1956 | 561339.1305 | 193469.0652 |
Total P&L (%) | 1428.7989 | 1414.9903 | 13.8085 | 754.8082 | 561.3391 | 193.4691 |
Avg Daily Profit (%) | 0.7871 | 0.7795 | 0.0076 | 0.1183 | 0.1041 | 0.0593 |
Buy And Hold Return (%) | 526.237 | 526.237 | 526.237 | 526.237 | 526.237 | 526.237 |
Max Trade Drawdown | -169690 | -168397 | -39426 | -1934732 | -1821096 | -531211 |
Profit Factor | 2.107 | 2.6452 | 1.0321 | 1.0666 | 1.0737 | 1.0522 |
Total Trades | 473 | 236 | 237 | 473 | 236 | 237 |
Winning Trades | 159 | 59 | 100 | 159 | 59 | 100 |
Losing Trades | 314 | 177 | 137 | 314 | 177 | 137 |
Profitability (%) | 33.6152 | 25 | 42.1941 | 33.6152 | 25 | 42.1941 |
Ratio Avg Win / Avg Loss | 4.161 | 7.9356 | 1.4139 | 2.1065 | 3.221 | 1.4415 |
Largest Winning Trade | 927682 | 927682 | 39660 | 889868 | 889868 | 374879 |
Largest Losing Trade | -24973 | -24973 | -16102 | -238846 | -238846 | -229258 |
Avg Bars in Trades | 11 | 17 | 4 | 11 | 17 | 4 |
Avg Bars in Winners | 22 | 49 | 7 | 22 | 49 | 7 |
Avg Bars in Losers | 5 | 7 | 2 | 5 | 7 | 2 |
Bars Traded | 5349 | 4236 | 1113 | 5349 | 4236 | 1113 |
Profit Streak | 0 | 41.3715 | 0 | 0 | 41.3715 | 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 | 362726 | -13659 | -535767 | -215070 | -365291 | -444638 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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