Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 893695.0565 | 691575.2737 | 202119.7828 | 40397830.0029 | 30388149.6614 | 10009680.3415 |
Total P&L (%) | 893.6951 | 691.5753 | 202.1198 | 40397.83 | 30388.1497 | 10009.6803 |
Avg Daily Profit (%) | 0.3574 | 0.2766 | 0.0808 | 0.2404 | 0.229 | 0.1848 |
Buy And Hold Return (%) | 804.0205 | 804.0205 | 804.0205 | 804.0205 | 804.0205 | 804.0205 |
Max Trade Drawdown | -52712 | -54197 | -40891 | -4397002 | -1276800 | -5269655 |
Profit Factor | 4.8452 | 5.6433 | 3.4212 | 5.7715 | 12.7838 | 2.7001 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 58 | 25 | 33 | 58 | 25 | 33 |
Losing Trades | 19 | 13 | 6 | 19 | 13 | 6 |
Profitability (%) | 75.3247 | 65.7895 | 84.6154 | 75.3247 | 65.7895 | 84.6154 |
Ratio Avg Win / Avg Loss | 1.5872 | 2.9345 | 0.622 | 1.8907 | 6.6476 | 0.4909 |
Largest Winning Trade | 184169 | 184169 | 25150 | 8785154 | 8785154 | 4609409 |
Largest Losing Trade | -33300 | -33300 | -23132 | -3216545 | -1276800 | -3216545 |
Avg Bars in Trades | 59 | 101 | 17 | 59 | 101 | 17 |
Avg Bars in Winners | 40 | 66 | 20 | 40 | 66 | 20 |
Avg Bars in Losers | 117 | 169 | 5 | 117 | 169 | 5 |
Bars Traded | 4568 | 3874 | 694 | 4568 | 3874 | 694 |
Profit Streak | 119.3689 | 119.3689 | 294.8689 | 119.3689 | 119.3689 | 294.8689 |
Trades During Streak | 9 | 4 | 7 | 9 | 4 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -155168 | -145371 | -240974 | -24410 | 729393 | 588606 |
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{ "first_band": { "type": "kcl", "factors": { "length": 20, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 168, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 20, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 168, "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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