Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1353580.662 | 1343929.1293 | 9651.5327 | 645869.318 | 425095.7752 | 220773.5427 |
Total P&L (%) | 1353.5807 | 1343.9291 | 9.6515 | 645.8693 | 425.0958 | 220.7735 |
Avg Daily Profit (%) | 0.7429 | 0.7376 | 0.0053 | 0.1103 | 0.0911 | 0.064 |
Buy And Hold Return (%) | 614.8025 | 614.8025 | 614.8025 | 614.8025 | 614.8025 | 614.8025 |
Max Trade Drawdown | -187564 | -172854 | -31035 | -2422337 | -2068971 | -474531 |
Profit Factor | 2.5541 | 2.9236 | 1.056 | 1.0826 | 1.0661 | 1.1595 |
Total Trades | 203 | 101 | 102 | 203 | 101 | 102 |
Winning Trades | 77 | 32 | 45 | 77 | 32 | 45 |
Losing Trades | 126 | 69 | 57 | 126 | 69 | 57 |
Profitability (%) | 37.931 | 31.6832 | 44.1176 | 37.931 | 31.6832 | 44.1176 |
Ratio Avg Win / Avg Loss | 4.1795 | 6.3041 | 1.3376 | 1.7715 | 2.2987 | 1.4687 |
Largest Winning Trade | 743981 | 743981 | 16468 | 941042 | 941042 | 298234 |
Largest Losing Trade | -46299 | -46299 | -31035 | -525202 | -525202 | -157647 |
Avg Bars in Trades | 26 | 50 | 2 | 26 | 50 | 2 |
Avg Bars in Winners | 40 | 92 | 3 | 40 | 92 | 3 |
Avg Bars in Losers | 17 | 30 | 1 | 17 | 30 | 1 |
Bars Traded | 5283 | 5061 | 221 | 5283 | 5061 | 221 |
Profit Streak | 0 | 87.0621 | 0 | 0 | 87.0621 | 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 | 311403 | 205788 | -512727 | -327235 | -390777 | -320593 |
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ohlc4", "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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