Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 24630.347 | 4485.8559 | 20144.4911 | 25923.2544 | 4761.7716 | 21161.4828 |
Total P&L (%) | 24.6303 | 4.4859 | 20.1445 | 25.9233 | 4.7618 | 21.1615 |
Avg Daily Profit (%) | 0.4729 | 0.0861 | 0.3868 | 0.4436 | 0.0894 | 0.3693 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -11909 | -10167 | -10562 | -12661 | -10565 | -12791 |
Profit Factor | 1.4252 | 1.1485 | 1.7265 | 1.3867 | 1.1395 | 1.6435 |
Total Trades | 165 | 83 | 82 | 165 | 83 | 82 |
Winning Trades | 120 | 57 | 63 | 120 | 57 | 63 |
Losing Trades | 45 | 26 | 19 | 45 | 26 | 19 |
Profitability (%) | 72.7273 | 68.6747 | 76.8293 | 72.7273 | 68.6747 | 76.8293 |
Ratio Avg Win / Avg Loss | 0.5344 | 0.5239 | 0.5207 | 0.52 | 0.5198 | 0.4957 |
Largest Winning Trade | 6348 | 6348 | 2841 | 6878 | 6878 | 3296 |
Largest Losing Trade | -5232 | -5232 | -5085 | -6035 | -5569 | -6035 |
Avg Bars in Trades | 142 | 75 | 210 | 142 | 75 | 210 |
Avg Bars in Winners | 81 | 44 | 115 | 81 | 44 | 115 |
Avg Bars in Losers | 304 | 145 | 522 | 304 | 145 | 522 |
Bars Traded | 23519 | 6292 | 17228 | 23519 | 6292 | 17228 |
Profit Streak | 16.797 | 16.797 | 17.7824 | 16.797 | 16.797 | 17.7824 |
Trades During Streak | 4 | 2 | 3 | 4 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 310351 | -301154 | 68908 | 304681 | -306852 | 82152 |
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{ "first_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 58, "offset": 0, "scalar": 3 } }, "second_band": { "type": "kcl", "factors": { "length": 206, "offset": 0, "scalar": 5 } } }
# | 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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