Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 736219.8734 | 608232.7298 | 127987.1436 | 8543701.7234 | 9941993.5887 | -1398291.8653 |
Total P&L (%) | 736.2199 | 608.2327 | 127.9871 | 8543.7017 | 9941.9936 | -1398.2919 |
Avg Daily Profit (%) | 0.2945 | 0.2433 | 0.0512 | 0.1785 | 0.1845 | 0 |
Buy And Hold Return (%) | 770.6493 | 770.6493 | 770.6493 | 770.6493 | 770.6493 | 770.6493 |
Max Trade Drawdown | -73263 | -75168 | -51417 | -4047788 | -1004429 | -4090223 |
Profit Factor | 2.8483 | 4.0278 | 1.6482 | 2.0464 | 4.7119 | 0.7451 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 57 | 32 | 25 | 57 | 32 | 25 |
Losing Trades | 32 | 12 | 20 | 32 | 12 | 20 |
Profitability (%) | 64.0449 | 72.7273 | 55.5556 | 64.0449 | 72.7273 | 55.5556 |
Ratio Avg Win / Avg Loss | 1.599 | 1.5104 | 1.3186 | 1.1489 | 1.767 | 0.5961 |
Largest Winning Trade | 175651 | 175651 | 36906 | 5723229 | 5723229 | 1330352 |
Largest Losing Trade | -48014 | -48014 | -39189 | -2398621 | -877302 | -2398621 |
Avg Bars in Trades | 102 | 148 | 57 | 102 | 148 | 57 |
Avg Bars in Winners | 101 | 117 | 81 | 101 | 117 | 81 |
Avg Bars in Losers | 103 | 231 | 27 | 103 | 231 | 27 |
Bars Traded | 9126 | 6541 | 2585 | 9126 | 6541 | 2585 |
Profit Streak | 60.2913 | 136.2913 | 60.2913 | 60.2913 | 136.2913 | 60.2913 |
Trades During Streak | 2 | 3 | 1 | 2 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148182 | -145932 | -286974 | 502034 | 714414 | -579431 |
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 225, "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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