Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1413377.6483 | 1400646.4398 | 12731.2084 | 754633.2738 | 563591.064 | 191042.2099 |
Total P&L (%) | 1413.3776 | 1400.6464 | 12.7312 | 754.6333 | 563.5911 | 191.0422 |
Avg Daily Profit (%) | 0.7769 | 0.7699 | 0.007 | 0.118 | 0.1041 | 0.0587 |
Buy And Hold Return (%) | 567.1942 | 567.1942 | 567.1942 | 567.1942 | 567.1942 | 567.1942 |
Max Trade Drawdown | -205684 | -183689 | -45956 | -3136813 | -2705391 | -963607 |
Profit Factor | 2.146 | 2.6511 | 1.0331 | 1.0574 | 1.0619 | 1.0473 |
Total Trades | 399 | 199 | 200 | 399 | 199 | 200 |
Winning Trades | 131 | 52 | 79 | 131 | 52 | 79 |
Losing Trades | 268 | 147 | 121 | 268 | 147 | 121 |
Profitability (%) | 32.8321 | 26.1307 | 39.5 | 32.8321 | 26.1307 | 39.5 |
Ratio Avg Win / Avg Loss | 4.3902 | 7.4945 | 1.5823 | 2.1632 | 3.0019 | 1.604 |
Largest Winning Trade | 915788 | 915788 | 37240 | 1259540 | 1259540 | 475807 |
Largest Losing Trade | -25648 | -25648 | -15558 | -461529 | -461529 | -321552 |
Avg Bars in Trades | 13 | 21 | 5 | 13 | 21 | 5 |
Avg Bars in Winners | 27 | 57 | 8 | 27 | 57 | 8 |
Avg Bars in Losers | 6 | 9 | 3 | 6 | 9 | 3 |
Bars Traded | 5337 | 4331 | 1006 | 5337 | 4331 | 1006 |
Profit Streak | 0 | 45.6141 | 0 | 0 | 45.6142 | 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 | 328588 | -9305 | -535613 | -258623 | -394245 | -451017 |
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 17, "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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