Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1697671.5135 | 1689244.231 | 8427.2825 | 365278.1776 | -28575.1093 | 393853.2868 |
Total P&L (%) | 1697.6715 | 1689.2442 | 8.4273 | 365.2782 | -28.5751 | 393.8533 |
Avg Daily Profit (%) | 0.7656 | 0.7618 | 0.0038 | 0.0694 | -0.0152 | 0.072 |
Buy And Hold Return (%) | 305.6423 | 305.6423 | 305.6423 | 305.6423 | 305.6423 | 305.6423 |
Max Trade Drawdown | -105266 | -108225 | -49076 | -2532257 | -2744684 | -408983 |
Profit Factor | 3.6421 | 5.1633 | 1.0356 | 1.0552 | 0.9942 | 1.2333 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 121 | 58 | 63 | 121 | 58 | 63 |
Losing Trades | 78 | 41 | 37 | 78 | 41 | 37 |
Profitability (%) | 60.804 | 58.5859 | 63 | 60.804 | 58.5859 | 63 |
Ratio Avg Win / Avg Loss | 2.3478 | 3.6499 | 0.6082 | 0.6802 | 0.7028 | 0.7243 |
Largest Winning Trade | 1640566 | 1640566 | 9272 | 1570284 | 1570284 | 209796 |
Largest Losing Trade | -58933 | -58933 | -31891 | -1484390 | -1484390 | -325878 |
Avg Bars in Trades | 42 | 80 | 5 | 42 | 80 | 5 |
Avg Bars in Winners | 27 | 51 | 4 | 27 | 51 | 4 |
Avg Bars in Losers | 66 | 121 | 5 | 66 | 121 | 5 |
Bars Traded | 8459 | 7947 | 511 | 8459 | 7947 | 511 |
Profit Streak | 65.1865 | 65.1865 | 65.6865 | 65.1865 | 65.1865 | 65.6865 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 815166 | 776396 | -533503 | -362913 | -578983 | -171662 |
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 216, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 4 } }, "second_band": { "type": "midprice", "factors": { "length": 216, "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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