Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 463085.3207 | 427630.0119 | 35455.3088 | 941555.3429 | 814502.8099 | 127052.533 |
Total P&L (%) | 463.0853 | 427.63 | 35.4553 | 941.5553 | 814.5028 | 127.0525 |
Avg Daily Profit (%) | 0.8891 | 0.8211 | 0.0681 | 0.4509 | 0.4258 | 0.1576 |
Buy And Hold Return (%) | 456.3738 | 456.3738 | 456.3738 | 456.3738 | 456.3738 | 456.3738 |
Max Trade Drawdown | -25476 | -16798 | -19527 | -305027 | -201965 | -215222 |
Profit Factor | 4.2708 | 5.2702 | 1.8556 | 1.9583 | 2.2269 | 1.3987 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 42 | 18 | 24 | 42 | 18 | 24 |
Losing Trades | 42 | 24 | 18 | 42 | 24 | 18 |
Profitability (%) | 50 | 42.8571 | 57.1429 | 50 | 42.8571 | 57.1429 |
Ratio Avg Win / Avg Loss | 4.2708 | 7.027 | 1.3917 | 1.9583 | 2.9692 | 1.0491 |
Largest Winning Trade | 353095 | 353095 | 16263 | 409186 | 409186 | 80178 |
Largest Losing Trade | -14625 | -14625 | -7216 | -130949 | -130949 | -78749 |
Avg Bars in Trades | 283 | 514 | 53 | 283 | 514 | 53 |
Avg Bars in Winners | 289 | 614 | 45 | 289 | 614 | 45 |
Avg Bars in Losers | 278 | 439 | 64 | 278 | 439 | 64 |
Bars Traded | 23855 | 21608 | 2247 | 23855 | 21608 | 2247 |
Profit Streak | 20.5704 | 20.5704 | 35.6121 | 20.5704 | 20.5704 | 35.6121 |
Trades During Streak | 3 | 1 | 5 | 3 | 1 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -139991 | -147766 | -263471 | 308113 | 112762 | -155896 |
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{ "first_band": { "type": "kcl", "factors": { "length": 170, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 197, "offset": 0, "poles": 2 } } }
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# | 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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