Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 979154.0473 | 1008152.3915 | -28998.3442 | -18623.7508 | 94279.4884 | -112903.2392 |
Total P&L (%) | 979.154 | 1008.1524 | -28.9983 | -18.6238 | 94.2795 | -112.9032 |
Avg Daily Profit (%) | 0.5108 | 0.5259 | -0.0151 | -0.0108 | 0.0347 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -198146 | -157439 | -93173 | -880089 | -830914 | -484110 |
Profit Factor | 2.453 | 3.6496 | 0.9012 | 0.9928 | 1.0631 | 0.898 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 38 | 15 | 23 | 38 | 15 | 23 |
Losing Trades | 73 | 40 | 33 | 73 | 40 | 33 |
Profitability (%) | 34.2342 | 27.2727 | 41.0714 | 34.2342 | 27.2727 | 41.0714 |
Ratio Avg Win / Avg Loss | 4.7124 | 9.7324 | 1.293 | 1.9073 | 2.8349 | 1.2884 |
Largest Winning Trade | 1078484 | 1078484 | 53978 | 879880 | 879880 | 312562 |
Largest Losing Trade | -46510 | -34586 | -46510 | -409836 | -212323 | -409836 |
Avg Bars in Trades | 100 | 112 | 88 | 100 | 112 | 88 |
Avg Bars in Winners | 191 | 241 | 159 | 191 | 241 | 159 |
Avg Bars in Losers | 52 | 64 | 38 | 52 | 64 | 38 |
Bars Traded | 11133 | 6184 | 4949 | 11133 | 6184 | 4949 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 343175 | -182502 | -762638 | -583836 | -496735 | -762638 |
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{ "first_band": { "type": "kcl", "factors": { "length": 210, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcl", "factors": { "length": 32, "offset": 0, "scalar": 3 } } }
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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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