Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1418838.0442 | 1397170.6281 | 21667.4161 | 1019955.9781 | 1346025.7312 | -326069.7532 |
Total P&L (%) | 1418.838 | 1397.1706 | 21.6674 | 1019.956 | 1346.0257 | -326.0698 |
Avg Daily Profit (%) | 0.7826 | 0.7706 | 0.012 | 0.1333 | 0.1475 | 0 |
Buy And Hold Return (%) | 549.0918 | 549.0918 | 549.0918 | 549.0918 | 549.0918 | 549.0918 |
Max Trade Drawdown | -122878 | -99974 | -62162 | -2590783 | -2285599 | -776465 |
Profit Factor | 2.5629 | 3.3612 | 1.0685 | 1.0835 | 1.169 | 0.9233 |
Total Trades | 267 | 133 | 134 | 267 | 133 | 134 |
Winning Trades | 81 | 29 | 52 | 81 | 29 | 52 |
Losing Trades | 186 | 104 | 82 | 186 | 104 | 82 |
Profitability (%) | 30.3371 | 21.8045 | 38.806 | 30.3371 | 21.8045 | 38.806 |
Ratio Avg Win / Avg Loss | 5.8852 | 12.0539 | 1.685 | 2.488 | 4.1921 | 1.4559 |
Largest Winning Trade | 997976 | 997976 | 45306 | 2533307 | 2533307 | 500671 |
Largest Losing Trade | -17546 | -17546 | -16466 | -338570 | -338570 | -304540 |
Avg Bars in Trades | 13 | 18 | 7 | 13 | 18 | 7 |
Avg Bars in Winners | 28 | 56 | 13 | 28 | 56 | 13 |
Avg Bars in Losers | 6 | 8 | 3 | 6 | 8 | 3 |
Bars Traded | 3526 | 2508 | 1018 | 3526 | 2508 | 1018 |
Profit Streak | 0 | 69.1702 | 0 | 0 | 69.1702 | 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 | 304222 | -27437 | -490938 | -155984 | -76491 | -583385 |
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{ "first_band": { "type": "kcl", "factors": { "length": 26, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hlc3", "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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