Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1182262.5252 | 916614.7033 | 265647.8219 | 174782246.5706 | 152370815.0213 | 22411431.5493 |
Total P&L (%) | 1182.2625 | 916.6147 | 265.6478 | 174782.2466 | 152370.815 | 22411.4315 |
Avg Daily Profit (%) | 0.4728 | 0.3666 | 0.1062 | 0.2991 | 0.2936 | 0.2169 |
Buy And Hold Return (%) | 742.0368 | 742.0368 | 742.0368 | 742.0368 | 742.0368 | 742.0368 |
Max Trade Drawdown | -62244 | -73407 | -42776 | -39448540 | -6005717 | -39660517 |
Profit Factor | 6.0272 | 7.6832 | 3.7101 | 4.2278 | 13.2701 | 1.537 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 66.1972 | 60 | 72.2222 | 66.1972 | 60 | 72.2222 |
Ratio Avg Win / Avg Loss | 3.0777 | 5.1221 | 1.427 | 2.1589 | 8.8467 | 0.5912 |
Largest Winning Trade | 284506 | 284506 | 57353 | 86117765 | 86117765 | 20714454 |
Largest Losing Trade | -47740 | -47740 | -30404 | -35386878 | -3480968 | -35386878 |
Avg Bars in Trades | 96 | 148 | 44 | 96 | 148 | 44 |
Avg Bars in Winners | 80 | 114 | 52 | 80 | 114 | 52 |
Avg Bars in Losers | 127 | 201 | 24 | 127 | 201 | 24 |
Bars Traded | 6823 | 5210 | 1612 | 6823 | 5210 | 1612 |
Profit Streak | 127.9113 | 127.9113 | 232.9113 | 127.9113 | 127.9113 | 232.9113 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -78251 | -72739 | -206952 | -71435 | 691902 | 442133 |
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{ "first_band": { "type": "kcl", "factors": { "length": 75, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 162, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 75, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 162, "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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