Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 385499.2507 | 369816.3991 | 15682.8516 | 182468.948 | 4157791.9116 | -3975322.9636 |
Total P&L (%) | 385.4993 | 369.8164 | 15.6829 | 182.4689 | 4157.7919 | -3975.323 |
Avg Daily Profit (%) | 0.1541 | 0.1479 | 0.0063 | 0.0415 | 0.1501 | 0 |
Buy And Hold Return (%) | 810.8579 | 810.8579 | 810.8579 | 810.8579 | 810.8579 | 810.8579 |
Max Trade Drawdown | -161257 | -28033 | -195258 | -7024509 | -641032 | -7563559 |
Profit Factor | 1.9225 | 4.1536 | 1.0522 | 1.0162 | 3.0476 | 0.5701 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 41 | 23 | 18 | 41 | 23 | 18 |
Losing Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Profitability (%) | 58.5714 | 65.7143 | 51.4286 | 58.5714 | 65.7143 | 51.4286 |
Ratio Avg Win / Avg Loss | 1.3598 | 2.1671 | 0.9937 | 0.7188 | 1.5901 | 0.5385 |
Largest Winning Trade | 93824 | 93824 | 42474 | 1322682 | 1322682 | 965086 |
Largest Losing Trade | -87782 | -17708 | -87782 | -2369999 | -427021 | -2369999 |
Avg Bars in Trades | 61 | 29 | 93 | 61 | 29 | 93 |
Avg Bars in Winners | 62 | 38 | 94 | 62 | 38 | 94 |
Avg Bars in Losers | 58 | 11 | 91 | 58 | 11 | 91 |
Bars Traded | 4278 | 1022 | 3256 | 4278 | 1022 | 3256 |
Profit Streak | 168.9683 | 169.4683 | 0 | 168.9683 | 169.4683 | 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 | -252817 | -151367 | -514857 | -604419 | 542560 | -580602 |
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{ "first_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 61, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 231, "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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