Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 755271.0125 | 628900.5547 | 126370.4579 | 4031417.9075 | 9180998.9278 | -5149581.0203 |
Total P&L (%) | 755.271 | 628.9006 | 126.3705 | 4031.4179 | 9180.9989 | -5149.581 |
Avg Daily Profit (%) | 0.3021 | 0.2515 | 0.0505 | 0.1489 | 0.1814 | 0 |
Buy And Hold Return (%) | 836.5749 | 836.5749 | 836.5749 | 836.5749 | 836.5749 | 836.5749 |
Max Trade Drawdown | -84128 | -48256 | -103195 | -6592670 | -254876 | -6592670 |
Profit Factor | 2.7434 | 8.0315 | 1.3676 | 1.407 | 14.1122 | 0.4405 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Losing Trades | 27 | 9 | 18 | 27 | 9 | 18 |
Profitability (%) | 72.1649 | 81.25 | 63.2653 | 72.1649 | 81.25 | 63.2653 |
Ratio Avg Win / Avg Loss | 1.0582 | 1.8534 | 0.7941 | 0.5427 | 3.2567 | 0.2558 |
Largest Winning Trade | 108054 | 108054 | 48458 | 4110076 | 4110076 | 498161 |
Largest Losing Trade | -83306 | -42852 | -83306 | -6592670 | -241301 | -6592670 |
Avg Bars in Trades | 99 | 106 | 93 | 99 | 106 | 93 |
Avg Bars in Winners | 88 | 82 | 96 | 88 | 82 | 96 |
Avg Bars in Losers | 128 | 213 | 86 | 128 | 213 | 86 |
Bars Traded | 9695 | 5134 | 4561 | 9695 | 5134 | 4561 |
Profit Streak | 119.5022 | 119.5022 | 125.0022 | 119.5022 | 119.5022 | 125.0022 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147982 | -144107 | -289588 | 307470 | 758541 | -578003 |
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{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 59, "offset": 202 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 57, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 59, "offset": 202 } } }
# | 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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