Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1920291.8677 | 2038165.4666 | -117873.5988 | -63655.6092 | 490679.67 | -554335.2792 |
Total P&L (%) | 1920.2919 | 2038.1655 | -117.8736 | -63.6556 | 490.6797 | -554.3353 |
Avg Daily Profit (%) | 0.8668 | 0.92 | -0.0532 | -0.0457 | 0.0802 | 0 |
Buy And Hold Return (%) | 702.8974 | 702.8974 | 702.8974 | 702.8974 | 702.8974 | 702.8974 |
Max Trade Drawdown | -193816 | -130433 | -132513 | -851043 | -333010 | -580879 |
Profit Factor | 3.7404 | 5.6503 | 0.5509 | 0.9534 | 1.7676 | 0.2386 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 74 | 38 | 36 | 74 | 38 | 36 |
Profitability (%) | 34.5133 | 32.1429 | 36.8421 | 34.5133 | 32.1429 | 36.8421 |
Ratio Avg Win / Avg Loss | 7.0972 | 11.9284 | 0.9443 | 1.8091 | 3.7316 | 0.4091 |
Largest Winning Trade | 2182900 | 2182900 | 24548 | 848061 | 848061 | 34884 |
Largest Losing Trade | -55672 | -29384 | -55672 | -493765 | -115525 | -493765 |
Avg Bars in Trades | 107 | 183 | 32 | 107 | 183 | 32 |
Avg Bars in Winners | 207 | 385 | 53 | 207 | 385 | 53 |
Avg Bars in Losers | 54 | 87 | 19 | 54 | 87 | 19 |
Bars Traded | 12111 | 10262 | 1849 | 12111 | 10262 | 1849 |
Profit Streak | 0 | 102.0995 | 0 | 0 | 102.0995 | 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 | 396841 | -168375 | -766228 | -583722 | -435017 | -766228 |
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{ "first_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcu", "factors": { "length": 15, "offset": 0 } } }
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# | 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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