Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 850893.509 | 745199.2181 | 105694.2908 | 5670965.019 | 4717087.269 | 953877.7501 |
Total P&L (%) | 850.8935 | 745.1992 | 105.6943 | 5670.965 | 4717.0873 | 953.8778 |
Avg Daily Profit (%) | 0.3403 | 0.298 | 0.0423 | 0.1623 | 0.1551 | 0.0942 |
Buy And Hold Return (%) | 794.9293 | 794.9293 | 794.9293 | 794.9293 | 794.9293 | 794.9293 |
Max Trade Drawdown | -81623 | -79302 | -22161 | -1264945 | -794848 | -594139 |
Profit Factor | 3.4374 | 3.9794 | 2.0679 | 2.5927 | 3.1283 | 1.7096 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Losing Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Profitability (%) | 60.6557 | 63.3333 | 58.0645 | 60.6557 | 63.3333 | 58.0645 |
Ratio Avg Win / Avg Loss | 2.2297 | 2.3038 | 1.4935 | 1.6817 | 1.8111 | 1.2347 |
Largest Winning Trade | 298512 | 298512 | 31586 | 2940733 | 2940733 | 914267 |
Largest Losing Trade | -46401 | -46401 | -18525 | -559360 | -559360 | -367137 |
Avg Bars in Trades | 110 | 193 | 31 | 110 | 193 | 31 |
Avg Bars in Winners | 91 | 142 | 37 | 91 | 142 | 37 |
Avg Bars in Losers | 140 | 280 | 22 | 140 | 280 | 22 |
Bars Traded | 6768 | 5802 | 966 | 6768 | 5802 | 966 |
Profit Streak | 68.2973 | 69.6306 | 68.2973 | 68.2973 | 69.6306 | 68.2973 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -291712 | -147616 | -297837 | -150989 | 545757 | -166621 |
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{ "first_band": { "type": "kcl", "factors": { "length": 100, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 100, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 139, "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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