Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 559325.741 | 490159.8804 | 69165.8606 | 1006972.7862 | 4566065.3332 | -3559092.5469 |
Total P&L (%) | 559.3257 | 490.1599 | 69.1659 | 1006.9728 | 4566.0653 | -3559.0925 |
Avg Daily Profit (%) | 0.2237 | 0.196 | 0.0277 | 0.0962 | 0.1538 | 0 |
Buy And Hold Return (%) | 846.5628 | 846.5628 | 846.5628 | 846.5628 | 846.5628 | 846.5628 |
Max Trade Drawdown | -118483 | -78227 | -129288 | -4994526 | -1699259 | -5501148 |
Profit Factor | 1.9139 | 2.8102 | 1.2027 | 1.0948 | 2.2833 | 0.4963 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 125 | 64 | 61 | 125 | 64 | 61 |
Losing Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Profitability (%) | 67.5676 | 69.5652 | 65.5914 | 67.5676 | 69.5652 | 65.5914 |
Ratio Avg Win / Avg Loss | 0.9187 | 1.2295 | 0.6309 | 0.5255 | 0.9989 | 0.2604 |
Largest Winning Trade | 100786 | 100786 | 22741 | 2528477 | 2528477 | 430775 |
Largest Losing Trade | -85291 | -50533 | -85291 | -3151589 | -1111292 | -3151589 |
Avg Bars in Trades | 24 | 39 | 9 | 24 | 39 | 9 |
Avg Bars in Winners | 15 | 19 | 9 | 15 | 19 | 9 |
Avg Bars in Losers | 44 | 85 | 8 | 44 | 85 | 8 |
Bars Traded | 4557 | 3664 | 893 | 4557 | 3664 | 893 |
Profit Streak | 0 | 57.2171 | 0 | 0 | 57.2171 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153157 | -150033 | -321609 | -285366 | 433642 | -578507 |
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 130, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 5, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 130, "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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