Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1003945.9424 | 1040548.2409 | -36602.2985 | 29389.413 | 703255.8083 | -673866.3953 |
Total P&L (%) | 1003.9459 | 1040.5482 | -36.6023 | 29.3894 | 703.2558 | -673.8664 |
Avg Daily Profit (%) | 0.4164 | 0.4316 | -0.0152 | 0.0107 | 0.0865 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -206353 | -184662 | -75060 | -2933115 | -2232976 | -757524 |
Profit Factor | 3.2094 | 4.2919 | 0.7353 | 1.0086 | 1.2808 | 0.2768 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 25 | 10 | 15 | 25 | 10 | 15 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 42.3729 | 34.4828 | 50 | 42.3729 | 34.4828 | 50 |
Ratio Avg Win / Avg Loss | 4.3648 | 8.1547 | 0.7353 | 1.3716 | 2.4336 | 0.2768 |
Largest Winning Trade | 963722 | 963722 | 19843 | 2631243 | 2631243 | 61246 |
Largest Losing Trade | -66006 | -66006 | -26513 | -1717517 | -1717517 | -450325 |
Avg Bars in Trades | 105 | 192 | 20 | 105 | 192 | 20 |
Avg Bars in Winners | 75 | 164 | 16 | 75 | 164 | 16 |
Avg Bars in Losers | 126 | 206 | 25 | 126 | 206 | 25 |
Bars Traded | 6197 | 5570 | 627 | 6197 | 5570 | 627 |
Profit Streak | 136.9705 | 0 | 137.3039 | 136.9705 | 0 | 137.3039 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165874 | 403316 | -579977 | -574737 | -82129 | -579977 |
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{ "first_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 110, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 134, "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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