Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 408958.2797 | 261972.7922 | 146985.4875 | 285370.1831 | -67635.9992 | 353006.1823 |
Total P&L (%) | 408.9583 | 261.9728 | 146.9855 | 285.3702 | -67.636 | 353.0062 |
Avg Daily Profit (%) | 0.2132 | 0.1366 | 0.0766 | 0.0704 | -0.0588 | 0.0788 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98923 | -116847 | -114200 | -1598492 | -1393378 | -1462732 |
Profit Factor | 1.6451 | 1.7097 | 1.5551 | 1.04 | 0.9839 | 1.1197 |
Total Trades | 105 | 52 | 53 | 105 | 52 | 53 |
Winning Trades | 66 | 30 | 36 | 66 | 30 | 36 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 62.8571 | 57.6923 | 67.9245 | 62.8571 | 57.6923 | 67.9245 |
Ratio Avg Win / Avg Loss | 0.9721 | 1.2538 | 0.7343 | 0.6145 | 0.7215 | 0.5287 |
Largest Winning Trade | 68441 | 68441 | 40617 | 602932 | 602932 | 522577 |
Largest Losing Trade | -65670 | -47780 | -65670 | -715667 | -670556 | -715667 |
Avg Bars in Trades | 34 | 37 | 31 | 34 | 37 | 31 |
Avg Bars in Winners | 36 | 39 | 35 | 36 | 39 | 35 |
Avg Bars in Losers | 30 | 35 | 25 | 30 | 35 | 25 |
Bars Traded | 3645 | 1953 | 1693 | 3645 | 1953 | 1693 |
Profit Streak | 93.5396 | 93.5396 | 94.0396 | 93.5396 | 93.5396 | 94.0396 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412562 | -186661 | -267023 | -273819 | -758877 | -354640 |
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{ "first_band": { "type": "kcl", "factors": { "length": 40, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 99, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 40, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 99, "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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