Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524424.8352 | 467438.2647 | 56986.5705 | 726454.3735 | 4738309.6213 | -4011855.2478 |
Total P&L (%) | 524.4248 | 467.4383 | 56.9866 | 726.4544 | 4738.3096 | -4011.8552 |
Avg Daily Profit (%) | 0.2097 | 0.1869 | 0.0228 | 0.0845 | 0.1553 | 0 |
Buy And Hold Return (%) | 867.2617 | 867.2617 | 867.2617 | 867.2617 | 867.2617 | 867.2617 |
Max Trade Drawdown | -112711 | -26288 | -173962 | -6487853 | -325815 | -7656446 |
Profit Factor | 2.3148 | 5.8075 | 1.1889 | 1.0691 | 4.7964 | 0.567 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 26 | 13 | 13 | 26 | 13 | 13 |
Profitability (%) | 61.7647 | 61.7647 | 61.7647 | 61.7647 | 61.7647 | 61.7647 |
Ratio Avg Win / Avg Loss | 1.433 | 3.5951 | 0.736 | 0.6618 | 2.9692 | 0.351 |
Largest Winning Trade | 130207 | 130207 | 34835 | 1488570 | 1488570 | 1419807 |
Largest Losing Trade | -72306 | -26288 | -72306 | -3577493 | -325815 | -3577493 |
Avg Bars in Trades | 62 | 31 | 94 | 62 | 31 | 94 |
Avg Bars in Winners | 63 | 36 | 89 | 63 | 36 | 89 |
Avg Bars in Losers | 62 | 23 | 101 | 62 | 23 | 101 |
Bars Traded | 4275 | 1071 | 3204 | 4275 | 1071 | 3204 |
Profit Streak | 157.3436 | 158.8436 | 0 | 157.3436 | 158.8436 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -265758 | -147796 | -341063 | -503084 | 589017 | -579270 |
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{ "first_band": { "type": "kcl", "factors": { "length": 77, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 212, "offset": 0 } } }
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# | 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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