Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3344793.1033 | 3248012.3301 | 96780.7732 | 4052712.5953 | -193027.7564 | 4245740.3517 |
Total P&L (%) | 3344.7931 | 3248.0123 | 96.7808 | 4052.7126 | -193.0278 | 4245.7404 |
Avg Daily Profit (%) | 1.5084 | 1.4647 | 0.0436 | 0.1682 | 0 | 0.1702 |
Buy And Hold Return (%) | 689.9658 | 689.9658 | 689.9658 | 689.9658 | 689.9658 | 689.9658 |
Max Trade Drawdown | -88188 | -88863 | -16432 | -6802544 | -7712483 | -1123967 |
Profit Factor | 11.5401 | 14.2098 | 2.3543 | 1.212 | 0.9876 | 2.1757 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 37 | 17 | 20 | 37 | 17 | 20 |
Losing Trades | 34 | 18 | 16 | 34 | 18 | 16 |
Profitability (%) | 52.1127 | 48.5714 | 55.5556 | 52.1127 | 48.5714 | 55.5556 |
Ratio Avg Win / Avg Loss | 10.6044 | 15.0457 | 1.8835 | 1.1137 | 1.0456 | 1.7406 |
Largest Winning Trade | 3231997 | 3231997 | 34196 | 4404657 | 4404657 | 1552836 |
Largest Losing Trade | -39424 | -39424 | -10229 | -3693690 | -3693690 | -654469 |
Avg Bars in Trades | 161 | 294 | 31 | 161 | 294 | 31 |
Avg Bars in Winners | 224 | 446 | 36 | 224 | 446 | 36 |
Avg Bars in Losers | 91 | 150 | 25 | 91 | 150 | 25 |
Bars Traded | 11436 | 10304 | 1132 | 11436 | 10304 | 1132 |
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 | -69885 | 724056 | -295189 | -84164 | -579676 | 434752 |
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 179, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 179, "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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