Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1566717.5151 | 1470943.3803 | 95774.1348 | 1000321.1227 | -338544.93 | 1338866.0527 |
Total P&L (%) | 1566.7175 | 1470.9434 | 95.7741 | 1000.3211 | -338.5449 | 1338.8661 |
Avg Daily Profit (%) | 0.8392 | 0.7879 | 0.0513 | 0.1285 | 0 | 0.1429 |
Buy And Hold Return (%) | 40.5229 | 40.5229 | 40.5229 | 40.5229 | 40.5229 | 40.5229 |
Max Trade Drawdown | -116632 | -133969 | -26494 | -3614734 | -4203179 | -612279 |
Profit Factor | 3.9783 | 4.761 | 1.7098 | 1.084 | 0.9629 | 1.4804 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 41 | 18 | 23 | 41 | 18 | 23 |
Losing Trades | 49 | 27 | 22 | 49 | 27 | 22 |
Profitability (%) | 45.5556 | 40 | 51.1111 | 45.5556 | 40 | 51.1111 |
Ratio Avg Win / Avg Loss | 4.7545 | 7.1415 | 1.6354 | 1.2955 | 1.4443 | 1.416 |
Largest Winning Trade | 1415979 | 1415979 | 25439 | 1633408 | 1633408 | 556797 |
Largest Losing Trade | -36348 | -36348 | -17018 | -1365459 | -1365459 | -428913 |
Avg Bars in Trades | 80 | 123 | 37 | 80 | 123 | 37 |
Avg Bars in Winners | 105 | 172 | 54 | 105 | 172 | 54 |
Avg Bars in Losers | 58 | 90 | 19 | 58 | 90 | 19 |
Bars Traded | 7224 | 5548 | 1677 | 7224 | 5548 | 1677 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 675268 | 606924 | -125424 | -150614 | -582934 | -430 |
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{ "first_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 120, "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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