Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3743952.4123 | 3874281.7572 | -130329.3449 | 265210.9151 | 1541866.5158 | -1276655.6007 |
Total P&L (%) | 3743.9524 | 3874.2818 | -130.3293 | 265.2109 | 1541.8665 | -1276.6556 |
Avg Daily Profit (%) | 2.1984 | 2.275 | -0.0765 | 0.0761 | 0.1645 | 0 |
Buy And Hold Return (%) | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 | 2142.3168 |
Max Trade Drawdown | -122100 | -115962 | -115240 | -1909544 | -1197033 | -1318829 |
Profit Factor | 7.0224 | 10.8353 | 0.4278 | 1.0511 | 1.4851 | 0.3663 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 52 | 28 | 24 | 52 | 28 | 24 |
Losing Trades | 67 | 31 | 36 | 67 | 31 | 36 |
Profitability (%) | 43.6975 | 47.4576 | 40 | 43.6975 | 47.4576 | 40 |
Ratio Avg Win / Avg Loss | 9.0481 | 11.9962 | 0.6416 | 1.3543 | 1.6442 | 0.5495 |
Largest Winning Trade | 3807371 | 3807371 | 13535 | 2191385 | 2191385 | 146505 |
Largest Losing Trade | -43331 | -43331 | -26570 | -597553 | -464552 | -597553 |
Avg Bars in Trades | 163 | 306 | 22 | 163 | 306 | 22 |
Avg Bars in Winners | 205 | 357 | 27 | 205 | 357 | 27 |
Avg Bars in Losers | 131 | 260 | 19 | 131 | 260 | 19 |
Bars Traded | 19462 | 18083 | 1379 | 19462 | 18083 | 1379 |
Profit Streak | 0 | 422.7695 | 0 | 0 | 422.7695 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 439257 | -162275 | -753847 | -423617 | -332801 | -753847 |
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{ "first_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 210, "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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