Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1174603.2796 | 1048864.9166 | 125738.3631 | 632221.7756 | -82034.8455 | 714256.6211 |
Total P&L (%) | 1174.6033 | 1048.8649 | 125.7384 | 632.2218 | -82.0348 | 714.2566 |
Avg Daily Profit (%) | 0.5076 | 0.4533 | 0.0543 | 0.0861 | -0.0742 | 0.0907 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -155206 | -133666 | -123985 | -1967586 | -1726114 | -1084703 |
Profit Factor | 1.8267 | 2.125 | 1.2574 | 1.0509 | 0.9898 | 1.1635 |
Total Trades | 372 | 186 | 186 | 372 | 186 | 186 |
Winning Trades | 127 | 50 | 77 | 127 | 50 | 77 |
Losing Trades | 245 | 136 | 109 | 245 | 136 | 109 |
Profitability (%) | 34.1398 | 26.8817 | 41.3978 | 34.1398 | 26.8817 | 41.3978 |
Ratio Avg Win / Avg Loss | 3.5239 | 5.7799 | 1.7799 | 2.0274 | 2.6923 | 1.6471 |
Largest Winning Trade | 517918 | 517918 | 61062 | 1461867 | 1461867 | 460566 |
Largest Losing Trade | -23482 | -23482 | -18124 | -347083 | -347083 | -292908 |
Avg Bars in Trades | 18 | 26 | 10 | 18 | 26 | 10 |
Avg Bars in Winners | 35 | 62 | 17 | 35 | 62 | 17 |
Avg Bars in Losers | 9 | 13 | 5 | 9 | 13 | 5 |
Bars Traded | 6897 | 4952 | 1945 | 6897 | 4952 | 1945 |
Profit Streak | 0 | 0 | 14.0378 | 0 | 0 | 14.0378 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 366741 | -6581 | -121474 | -244971 | -598825 | -113081 |
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 3, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 3, "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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