Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1689665.2562 | 1686307.885 | 3357.3712 | 459078.465 | 456693.369 | 2385.096 |
Total P&L (%) | 1689.6653 | 1686.3079 | 3.3574 | 459.0785 | 456.6934 | 2.3851 |
Avg Daily Profit (%) | 0.8943 | 0.8925 | 0.0018 | 0.0911 | 0.0909 | 0.0012 |
Buy And Hold Return (%) | 276.1124 | 276.1124 | 276.1124 | 276.1124 | 276.1124 | 276.1124 |
Max Trade Drawdown | -121559 | -106496 | -76669 | -3052208 | -2871573 | -1304170 |
Profit Factor | 3.466 | 5.4237 | 1.011 | 1.0428 | 1.0712 | 1.0006 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 35.3982 | 28.5714 | 42.1053 | 35.3982 | 28.5714 | 42.1053 |
Ratio Avg Win / Avg Loss | 6.3255 | 13.5593 | 1.3902 | 1.9032 | 2.678 | 1.3758 |
Largest Winning Trade | 1425933 | 1425933 | 54009 | 2672999 | 2672999 | 1050050 |
Largest Losing Trade | -26839 | -22258 | -26839 | -617237 | -544095 | -617237 |
Avg Bars in Trades | 98 | 108 | 88 | 98 | 108 | 88 |
Avg Bars in Winners | 179 | 230 | 145 | 179 | 230 | 145 |
Avg Bars in Losers | 53 | 59 | 46 | 53 | 59 | 46 |
Bars Traded | 11093 | 6067 | 5026 | 11093 | 6067 | 5026 |
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 | 500832 | -173650 | -747718 | -258115 | -416297 | -759963 |
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{ "first_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 176, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 35, "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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