Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1557364.1099 | 1612143.5933 | -54779.4834 | -3721.2851 | 163616.5107 | -167337.7958 |
Total P&L (%) | 1557.3641 | 1612.1436 | -54.7795 | -3.7213 | 163.6165 | -167.3378 |
Avg Daily Profit (%) | 0.7475 | 0.7738 | -0.0263 | -0.0018 | 0.0465 | 0 |
Buy And Hold Return (%) | 115.4545 | 115.4545 | 115.4545 | 115.4545 | 115.4545 | 115.4545 |
Max Trade Drawdown | -157730 | -125333 | -88609 | -1375383 | -1160881 | -261221 |
Profit Factor | 3.2655 | 4.1129 | 0.6769 | 0.9988 | 1.062 | 0.674 |
Total Trades | 109 | 54 | 55 | 109 | 54 | 55 |
Winning Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 44.9541 | 48.1481 | 41.8182 | 44.9541 | 48.1481 | 41.8182 |
Ratio Avg Win / Avg Loss | 3.9986 | 4.4293 | 0.9417 | 1.223 | 1.1436 | 0.9377 |
Largest Winning Trade | 1608009 | 1608009 | 23156 | 996559 | 996559 | 98566 |
Largest Losing Trade | -67453 | -67453 | -20082 | -974934 | -974934 | -57307 |
Avg Bars in Trades | 221 | 428 | 18 | 221 | 428 | 18 |
Avg Bars in Winners | 322 | 589 | 20 | 322 | 589 | 20 |
Avg Bars in Losers | 139 | 279 | 17 | 139 | 279 | 17 |
Bars Traded | 24177 | 23154 | 1023 | 24177 | 23154 | 1023 |
Profit Streak | 88.216 | 88.216 | 88.466 | 88.216 | 88.216 | 88.466 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 674512 | -159728 | -762375 | -579334 | -498947 | -762375 |
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{ "first_band": { "type": "kcl", "factors": { "length": 133, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 158, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 133, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 158, "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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