Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 851964.8398 | 691736.8556 | 160227.9842 | 16892970.2632 | 18870791.5688 | -1977821.3056 |
Total P&L (%) | 851.9648 | 691.7369 | 160.228 | 16892.9703 | 18870.7916 | -1977.8213 |
Avg Daily Profit (%) | 0.3401 | 0.2761 | 0.064 | 0.2052 | 0.2096 | 0 |
Buy And Hold Return (%) | 870.8524 | 870.8524 | 870.8524 | 870.8524 | 870.8524 | 870.8524 |
Max Trade Drawdown | -86911 | -90120 | -55984 | -8123002 | -1050458 | -7786508 |
Profit Factor | 3.7965 | 4.6454 | 2.3946 | 2.6001 | 8.7869 | 0.7569 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 70.1299 | 65.7895 | 74.359 | 70.1299 | 65.7895 | 74.359 |
Ratio Avg Win / Avg Loss | 1.617 | 2.4156 | 0.8257 | 1.1074 | 4.5692 | 0.261 |
Largest Winning Trade | 187685 | 187685 | 23049 | 10797744 | 10797744 | 2456954 |
Largest Losing Trade | -52027 | -52027 | -28185 | -4664884 | -590384 | -4664884 |
Avg Bars in Trades | 88 | 143 | 34 | 88 | 143 | 34 |
Avg Bars in Winners | 67 | 103 | 36 | 67 | 103 | 36 |
Avg Bars in Losers | 137 | 220 | 28 | 137 | 220 | 28 |
Bars Traded | 6786 | 5441 | 1345 | 6786 | 5441 | 1345 |
Profit Streak | 146.6068 | 146.6068 | 242.2735 | 146.6068 | 146.6068 | 242.2735 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -191669 | -146921 | -267376 | -30109 | 694106 | -576627 |
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 190, "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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