Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1039611.038 | 1025544.3519 | 14066.686 | 127465.1697 | -211942.5787 | 339407.7485 |
Total P&L (%) | 1039.611 | 1025.5444 | 14.0667 | 127.4652 | -211.9426 | 339.4077 |
Avg Daily Profit (%) | 0.499 | 0.4923 | 0.0068 | 0.0395 | 0 | 0.0711 |
Buy And Hold Return (%) | 93.0502 | 93.0502 | 93.0502 | 93.0502 | 93.0502 | 93.0502 |
Max Trade Drawdown | -220716 | -246048 | -91098 | -17214875 | -16342303 | -4294640 |
Profit Factor | 1.6791 | 1.9768 | 1.0292 | 1.0028 | 0.9939 | 1.0329 |
Total Trades | 285 | 143 | 142 | 285 | 143 | 142 |
Winning Trades | 146 | 65 | 81 | 146 | 65 | 81 |
Losing Trades | 139 | 78 | 61 | 139 | 78 | 61 |
Profitability (%) | 51.2281 | 45.4545 | 57.0423 | 51.2281 | 45.4545 | 57.0423 |
Ratio Avg Win / Avg Loss | 1.5986 | 2.3722 | 0.7751 | 0.9548 | 1.1926 | 0.7779 |
Largest Winning Trade | 567083 | 567083 | 19381 | 6072936 | 6072936 | 1483239 |
Largest Losing Trade | -62008 | -62008 | -29778 | -7451822 | -7451822 | -2836859 |
Avg Bars in Trades | 87 | 136 | 37 | 87 | 136 | 37 |
Avg Bars in Winners | 87 | 158 | 29 | 87 | 158 | 29 |
Avg Bars in Losers | 86 | 117 | 47 | 86 | 117 | 47 |
Bars Traded | 24805 | 19493 | 5312 | 24805 | 19493 | 5312 |
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 | 555270 | 444534 | -538878 | -408324 | -581054 | -285852 |
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{ "first_band": { "type": "kcl", "factors": { "length": 84, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 84, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 107, "offset": 0, "poles": 3 } } }
# | 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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