Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 443260.8614 | 459059.6682 | -15798.8068 | 50889.9509 | 68403.4013 | -17513.4504 |
Total P&L (%) | 443.2609 | 459.0597 | -15.7988 | 50.89 | 68.4034 | -17.5135 |
Avg Daily Profit (%) | 0.8511 | 0.8814 | -0.0303 | 0.079 | 0.1001 | -0.037 |
Buy And Hold Return (%) | 97.5424 | 97.5424 | 97.5424 | 97.5424 | 97.5424 | 97.5424 |
Max Trade Drawdown | -111999 | -96997 | -18508 | -98611 | -89170 | -17316 |
Profit Factor | 2.6787 | 3.1315 | 0.6755 | 1.1838 | 1.3012 | 0.6479 |
Total Trades | 102 | 51 | 51 | 102 | 51 | 51 |
Winning Trades | 35 | 13 | 22 | 35 | 13 | 22 |
Losing Trades | 67 | 38 | 29 | 67 | 38 | 29 |
Profitability (%) | 34.3137 | 25.4902 | 43.1373 | 34.3137 | 25.4902 | 43.1373 |
Ratio Avg Win / Avg Loss | 5.1278 | 9.1536 | 0.8904 | 2.2662 | 3.8035 | 0.854 |
Largest Winning Trade | 561489 | 561489 | 5291 | 172556 | 172556 | 4121 |
Largest Losing Trade | -26711 | -26711 | -5827 | -53508 | -53508 | -5507 |
Avg Bars in Trades | 242 | 470 | 14 | 242 | 470 | 14 |
Avg Bars in Winners | 321 | 832 | 19 | 321 | 832 | 19 |
Avg Bars in Losers | 201 | 346 | 11 | 201 | 346 | 11 |
Bars Traded | 24756 | 24000 | 756 | 24756 | 24000 | 756 |
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 | 351635 | -191346 | -763793 | -276840 | -432444 | -763515 |
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{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcu", "factors": { "length": 48, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 160, "offset": 0, "scalar": 1 } }, "second_band": { "type": "dcu", "factors": { "length": 48, "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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