Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 400472.1259 | 360065.9242 | 40406.2017 | 493.1549 | -1550556.6848 | 1551049.8397 |
Total P&L (%) | 400.4721 | 360.0659 | 40.4062 | 0.4932 | -1550.5567 | 1551.0498 |
Avg Daily Profit (%) | 0.2153 | 0.1935 | 0.0217 | 0.0003 | 0 | 0.1508 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -211187 | -178927 | -164932 | -4542266 | -4797825 | -1744024 |
Profit Factor | 1.278 | 1.4093 | 1.072 | 1 | 0.8388 | 1.3632 |
Total Trades | 393 | 196 | 197 | 393 | 196 | 197 |
Winning Trades | 227 | 111 | 116 | 227 | 111 | 116 |
Losing Trades | 166 | 85 | 81 | 166 | 85 | 81 |
Profitability (%) | 57.7608 | 56.6327 | 58.8832 | 57.7608 | 56.6327 | 58.8832 |
Ratio Avg Win / Avg Loss | 0.9345 | 1.0792 | 0.7486 | 0.7313 | 0.6423 | 0.9519 |
Largest Winning Trade | 82570 | 82570 | 19126 | 754594 | 754594 | 502389 |
Largest Losing Trade | -60090 | -60090 | -51699 | -2206878 | -2206878 | -1630706 |
Avg Bars in Trades | 27 | 44 | 10 | 27 | 44 | 10 |
Avg Bars in Winners | 20 | 32 | 8 | 20 | 32 | 8 |
Avg Bars in Losers | 36 | 59 | 12 | 36 | 59 | 12 |
Bars Traded | 10712 | 8684 | 2028 | 10712 | 8684 | 2028 |
Profit Streak | 20.0976 | 20.0976 | 48.931 | 20.0976 | 20.0976 | 48.931 |
Trades During Streak | 3 | 1 | 6 | 3 | 1 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 390313 | 367322 | -305521 | -575578 | -578892 | 356464 |
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "dcl", "factors": { "length": 55, "offset": 0 } } }
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# | 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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