Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1029761.5098 | 734977.4101 | 294784.0997 | 121471936.2185 | 107796067.5227 | 13675868.6958 |
Total P&L (%) | 1029.7615 | 734.9774 | 294.7841 | 121471.9362 | 107796.0675 | 13675.8687 |
Avg Daily Profit (%) | 0.4297 | 0.3067 | 0.123 | 0.2968 | 0.2918 | 0.2057 |
Buy And Hold Return (%) | 237.6803 | 237.6803 | 237.6803 | 237.6803 | 237.6803 | 237.6803 |
Max Trade Drawdown | -71121 | -93899 | -42525 | -5342042 | -6498625 | -3864078 |
Profit Factor | 5.6163 | 6.5915 | 4.2172 | 8.3703 | 12.5594 | 2.9112 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 47 | 24 | 23 | 47 | 24 | 23 |
Losing Trades | 16 | 8 | 8 | 16 | 8 | 8 |
Profitability (%) | 74.6032 | 75 | 74.1935 | 74.6032 | 75 | 74.1935 |
Ratio Avg Win / Avg Loss | 1.9119 | 2.1972 | 1.4669 | 2.8495 | 4.1865 | 1.0126 |
Largest Winning Trade | 209900 | 209900 | 55411 | 82342630 | 82342630 | 4978890 |
Largest Losing Trade | -44165 | -44165 | -42525 | -3525394 | -3525394 | -2449383 |
Avg Bars in Trades | 107 | 145 | 68 | 107 | 145 | 68 |
Avg Bars in Winners | 92 | 134 | 49 | 92 | 134 | 49 |
Avg Bars in Losers | 151 | 176 | 125 | 151 | 176 | 125 |
Bars Traded | 6771 | 4642 | 2129 | 6771 | 4642 | 2129 |
Profit Streak | 19.7201 | 114.0534 | 0 | 19.7201 | 114.0534 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -130932 | 670141 | -110636 | -129860 | 774620 | 562695 |
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 196, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 7, "offset": 225 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 196, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 7, "offset": 225 } } }
# | 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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