Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486554.6524 | 598552.5501 | -111997.8976 | -92586.4717 | 47847.1233 | -140433.595 |
Total P&L (%) | 486.5547 | 598.5526 | -111.9979 | -92.5865 | 47.8471 | -140.4336 |
Avg Daily Profit (%) | 0.202 | 0.2485 | -0.0465 | -0.108 | 0.0162 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -276698 | -184354 | -147075 | -470800 | -344340 | -195947 |
Profit Factor | 1.2095 | 1.4318 | 0.8803 | 0.9661 | 1.0294 | 0.8727 |
Total Trades | 963 | 482 | 481 | 963 | 482 | 481 |
Winning Trades | 416 | 207 | 209 | 416 | 207 | 209 |
Losing Trades | 547 | 275 | 272 | 547 | 275 | 272 |
Profitability (%) | 43.1983 | 42.9461 | 43.4511 | 43.1983 | 42.9461 | 43.4511 |
Ratio Avg Win / Avg Loss | 1.5904 | 1.9022 | 1.1457 | 1.2703 | 1.3676 | 1.1358 |
Largest Winning Trade | 338864 | 338864 | 30982 | 208738 | 208738 | 64178 |
Largest Losing Trade | -35917 | -32032 | -35917 | -129046 | -109051 | -129046 |
Avg Bars in Trades | 14 | 19 | 9 | 14 | 19 | 9 |
Avg Bars in Winners | 17 | 25 | 9 | 17 | 25 | 9 |
Avg Bars in Losers | 12 | 15 | 10 | 12 | 15 | 10 |
Bars Traded | 14366 | 9633 | 4733 | 14366 | 9633 | 4733 |
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 | 408925 | 358228 | -579422 | -576032 | -361328 | -579422 |
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{ "first_band": { "type": "kcl", "factors": { "length": 76, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 12 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 76, "offset": 0, "scalar": 1 } }, "second_band": { "type": "hlc3", "factors": { "length": 0, "offset": 12 } } }
# | 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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