Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2780809.6329 | 2727770.2413 | 53039.3916 | 498140.4773 | 1309429.9896 | -811289.5124 |
Total P&L (%) | 2780.8096 | 2727.7702 | 53.0394 | 498.1405 | 1309.43 | -811.2895 |
Avg Daily Profit (%) | 1.3348 | 1.3094 | 0.0255 | 0.0859 | 0.1271 | 0 |
Buy And Hold Return (%) | 61.6197 | 61.6197 | 61.6197 | 61.6197 | 61.6197 | 61.6197 |
Max Trade Drawdown | -151905 | -129272 | -135843 | -3028262 | -2092922 | -1508173 |
Profit Factor | 3.1405 | 4.5356 | 1.1005 | 1.0306 | 1.1383 | 0.8805 |
Total Trades | 345 | 172 | 173 | 345 | 172 | 173 |
Winning Trades | 138 | 58 | 80 | 138 | 58 | 80 |
Losing Trades | 207 | 114 | 93 | 207 | 114 | 93 |
Profitability (%) | 40 | 33.7209 | 46.2428 | 40 | 33.7209 | 46.2428 |
Ratio Avg Win / Avg Loss | 4.7107 | 8.9149 | 1.2794 | 1.546 | 2.2373 | 1.0236 |
Largest Winning Trade | 2577514 | 2577514 | 54949 | 2396499 | 2396499 | 551233 |
Largest Losing Trade | -35800 | -35800 | -34932 | -875797 | -875797 | -732612 |
Avg Bars in Trades | 71 | 95 | 47 | 71 | 95 | 47 |
Avg Bars in Winners | 106 | 156 | 70 | 106 | 156 | 70 |
Avg Bars in Losers | 47 | 64 | 26 | 47 | 64 | 26 |
Bars Traded | 24582 | 16420 | 8162 | 24582 | 16420 | 8162 |
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 | 631666 | 542778 | -435705 | -266078 | -96241 | -580221 |
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{ "first_band": { "type": "kcl", "factors": { "length": 133, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 133, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 59, "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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