Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 798969.3332 | 671247.4492 | 127721.884 | 9083835.3163 | 7465897.4261 | 1617937.8902 |
Total P&L (%) | 798.9693 | 671.2474 | 127.7219 | 9083.8353 | 7465.8974 | 1617.9379 |
Avg Daily Profit (%) | 0.3195 | 0.2685 | 0.0511 | 0.1809 | 0.1732 | 0.1138 |
Buy And Hold Return (%) | 867.2724 | 867.2724 | 867.2724 | 867.2724 | 867.2724 | 867.2724 |
Max Trade Drawdown | -91039 | -86001 | -52739 | -397975 | -404544 | -220078 |
Profit Factor | 4.1768 | 5.2074 | 2.3888 | 7.1619 | 9.7501 | 3.6055 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 21 | 10 | 11 | 21 | 10 | 11 |
Profitability (%) | 66.6667 | 67.7419 | 65.625 | 66.6667 | 67.7419 | 65.625 |
Ratio Avg Win / Avg Loss | 2.0884 | 2.4797 | 1.2513 | 3.5809 | 4.6429 | 1.8886 |
Largest Winning Trade | 329345 | 329345 | 31384 | 3652630 | 3652630 | 789648 |
Largest Losing Trade | -50113 | -50113 | -36303 | -244630 | -244630 | -220078 |
Avg Bars in Trades | 108 | 176 | 42 | 108 | 176 | 42 |
Avg Bars in Winners | 104 | 162 | 45 | 104 | 162 | 45 |
Avg Bars in Losers | 116 | 204 | 36 | 116 | 204 | 36 |
Bars Traded | 6824 | 5456 | 1368 | 6824 | 5456 | 1368 |
Profit Streak | 0 | 120.3323 | 0 | 0 | 120.3323 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -298366 | -145989 | -285042 | -132436 | 703982 | -39678 |
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{ "first_band": { "type": "kcl", "factors": { "length": 130, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 230, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 130, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 230, "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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