Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4683637.859 | 4804467.3848 | -120829.5258 | 102906.6021 | 135672.8683 | -32766.2661 |
Total P&L (%) | 4683.6379 | 4804.4674 | -120.8295 | 102.9066 | 135.6729 | -32.7663 |
Avg Daily Profit (%) | 2.3847 | 2.4463 | -0.0615 | 0.036 | 0.0437 | -0.0202 |
Buy And Hold Return (%) | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 | 1429.2221 |
Max Trade Drawdown | -215452 | -64891 | -190137 | -110038 | -132705 | -114048 |
Profit Factor | 10.626 | 21.5551 | 0.5221 | 1.1929 | 1.4716 | 0.8666 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 37 | 15 | 22 | 37 | 15 | 22 |
Losing Trades | 38 | 22 | 16 | 38 | 22 | 16 |
Profitability (%) | 49.3333 | 40.5405 | 57.8947 | 49.3333 | 40.5405 | 57.8947 |
Ratio Avg Win / Avg Loss | 10.9132 | 31.6141 | 0.3797 | 1.2252 | 2.1583 | 0.6303 |
Largest Winning Trade | 4782934 | 4782934 | 54597 | 121218 | 121218 | 60139 |
Largest Losing Trade | -85552 | -49368 | -85552 | -79955 | -59068 | -79955 |
Avg Bars in Trades | 49 | 76 | 23 | 49 | 76 | 23 |
Avg Bars in Winners | 73 | 141 | 26 | 73 | 141 | 26 |
Avg Bars in Losers | 26 | 31 | 19 | 26 | 31 | 19 |
Bars Traded | 3710 | 2813 | 898 | 3710 | 2813 | 898 |
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 | -41331 | 599774 | -579463 | -380386 | -301801 | -579463 |
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{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 82, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 39, "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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