Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 592719.4455 | 518191.3332 | 74528.1123 | 115547.3266 | 2241313.4379 | -2125766.1114 |
Total P&L (%) | 592.7194 | 518.1913 | 74.5281 | 115.5473 | 2241.3134 | -2125.7661 |
Avg Daily Profit (%) | 0.2517 | 0.22 | 0.0316 | 0.0326 | 0.134 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -317258 | -265261 | -91429 | -34664759 | -20940984 | -16024424 |
Profit Factor | 1.252 | 1.3204 | 1.1014 | 1.001 | 1.0293 | 0.9421 |
Total Trades | 743 | 371 | 372 | 743 | 371 | 372 |
Winning Trades | 403 | 201 | 202 | 403 | 201 | 202 |
Losing Trades | 340 | 170 | 170 | 340 | 170 | 170 |
Profitability (%) | 54.2396 | 54.1779 | 54.3011 | 54.2396 | 54.1779 | 54.3011 |
Ratio Avg Win / Avg Loss | 1.0562 | 1.1167 | 0.9269 | 0.8445 | 0.8706 | 0.7928 |
Largest Winning Trade | 128541 | 128541 | 38815 | 11741821 | 11741821 | 3620190 |
Largest Losing Trade | -48856 | -37837 | -48856 | -9260933 | -9260933 | -7114576 |
Avg Bars in Trades | 18 | 32 | 5 | 18 | 32 | 5 |
Avg Bars in Winners | 17 | 29 | 5 | 17 | 29 | 5 |
Avg Bars in Losers | 20 | 35 | 5 | 20 | 35 | 5 |
Bars Traded | 13977 | 11886 | 2091 | 13977 | 11886 | 2091 |
Profit Streak | 6.7353 | 6.7353 | 17.5687 | 6.7353 | 6.7353 | 17.5687 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 538863 | 397081 | -257555 | -363688 | -201048 | -577076 |
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 16, "offset": 0, "scalar": 3 } }, "second_band": { "type": "dcl", "factors": { "length": 20, "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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