Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 812423.4908 | 820297.2697 | -7873.7789 | 457853.1155 | 899948.1541 | -442095.0386 |
Total P&L (%) | 812.4235 | 820.2973 | -7.8738 | 457.8531 | 899.9482 | -442.095 |
Avg Daily Profit (%) | 0.4538 | 0.4582 | -0.0044 | 0.0961 | 0.1287 | 0 |
Buy And Hold Return (%) | 317.9169 | 317.9169 | 317.9169 | 317.9169 | 317.9169 | 317.9169 |
Max Trade Drawdown | -176662 | -195683 | -98275 | -10728106 | -11376534 | -4078468 |
Profit Factor | 1.4703 | 1.9222 | 0.9906 | 1.0094 | 1.0347 | 0.9804 |
Total Trades | 786 | 393 | 393 | 786 | 393 | 393 |
Winning Trades | 361 | 167 | 194 | 361 | 167 | 194 |
Losing Trades | 425 | 226 | 199 | 425 | 226 | 199 |
Profitability (%) | 45.9288 | 42.4936 | 49.3639 | 45.9288 | 42.4936 | 49.3639 |
Ratio Avg Win / Avg Loss | 1.731 | 2.6013 | 1.0161 | 1.1884 | 1.4002 | 1.0057 |
Largest Winning Trade | 361420 | 361420 | 59321 | 5447926 | 5447926 | 3068981 |
Largest Losing Trade | -43485 | -28630 | -43485 | -3806462 | -2022822 | -3806462 |
Avg Bars in Trades | 26 | 29 | 24 | 26 | 29 | 24 |
Avg Bars in Winners | 33 | 40 | 27 | 33 | 40 | 27 |
Avg Bars in Losers | 21 | 20 | 21 | 21 | 20 | 21 |
Bars Traded | 21124 | 11400 | 9724 | 21124 | 11400 | 9724 |
Profit Streak | 0 | 0 | 11.3564 | 0 | 0 | 11.3564 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 422533 | 333659 | -576491 | -300893 | -207549 | -576491 |
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{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 24 } } }
# | 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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