Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1378997.5172 | 1383159.512 | -4161.9949 | 206217.2156 | 415346.9746 | -209129.759 |
Total P&L (%) | 1378.9975 | 1383.1595 | -4.162 | 206.2172 | 415.347 | -209.1298 |
Avg Daily Profit (%) | 0.7471 | 0.7493 | -0.0023 | 0.0606 | 0.0889 | 0 |
Buy And Hold Return (%) | 228.9438 | 228.9438 | 228.9438 | 228.9438 | 228.9438 | 228.9438 |
Max Trade Drawdown | -152853 | -132940 | -64498 | -795747 | -522210 | -326831 |
Profit Factor | 3.4969 | 4.5727 | 0.9748 | 1.1132 | 1.3345 | 0.6393 |
Total Trades | 66 | 33 | 33 | 66 | 33 | 33 |
Winning Trades | 23 | 11 | 12 | 23 | 11 | 12 |
Losing Trades | 43 | 22 | 21 | 43 | 22 | 21 |
Profitability (%) | 34.8485 | 33.3333 | 36.3636 | 34.8485 | 33.3333 | 36.3636 |
Ratio Avg Win / Avg Loss | 6.5377 | 9.1454 | 1.7059 | 2.0812 | 2.669 | 1.1187 |
Largest Winning Trade | 1192957 | 1192957 | 53166 | 800140 | 800140 | 108736 |
Largest Losing Trade | -42664 | -42664 | -21654 | -192543 | -192543 | -108211 |
Avg Bars in Trades | 322 | 550 | 94 | 322 | 550 | 94 |
Avg Bars in Winners | 716 | 1305 | 176 | 716 | 1305 | 176 |
Avg Bars in Losers | 111 | 172 | 47 | 111 | 172 | 47 |
Bars Traded | 21278 | 18163 | 3115 | 21278 | 18163 | 3115 |
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 | -115918 | 470483 | -583328 | -507274 | -87546 | -584439 |
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{ "first_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcb", "factors": { "length": 59, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 228, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcb", "factors": { "length": 59, "offset": 0, "scalar": 4 } } }
# | 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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