Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2253140.533 | 2189677.8755 | 63462.6575 | 2494132.5327 | 2063650.0875 | 430482.4452 |
Total P&L (%) | 2253.1405 | 2189.6779 | 63.4627 | 2494.1325 | 2063.6501 | 430.4824 |
Avg Daily Profit (%) | 0.9948 | 0.9667 | 0.028 | 0.1438 | 0.1358 | 0.0737 |
Buy And Hold Return (%) | 266.9333 | 266.9333 | 266.9333 | 266.9333 | 266.9333 | 266.9333 |
Max Trade Drawdown | -111920 | -98244 | -68085 | -3389280 | -3053165 | -1393645 |
Profit Factor | 4.5659 | 6.8503 | 1.2464 | 1.1848 | 1.2455 | 1.0846 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 64 | 36 | 28 | 64 | 36 | 28 |
Profitability (%) | 45.2991 | 38.9831 | 51.7241 | 45.2991 | 38.9831 | 51.7241 |
Ratio Avg Win / Avg Loss | 5.5135 | 10.7222 | 1.1633 | 1.4307 | 1.9495 | 1.0123 |
Largest Winning Trade | 1735435 | 1735435 | 57724 | 4233372 | 4233372 | 1140509 |
Largest Losing Trade | -41827 | -32409 | -41827 | -1449345 | -1449345 | -977182 |
Avg Bars in Trades | 111 | 126 | 95 | 111 | 126 | 95 |
Avg Bars in Winners | 179 | 241 | 131 | 179 | 241 | 131 |
Avg Bars in Losers | 54 | 53 | 56 | 54 | 53 | 56 |
Bars Traded | 13012 | 7485 | 5527 | 13012 | 7485 | 5527 |
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 | 694588 | -159403 | -501301 | -19321 | -191668 | -411327 |
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{ "first_band": { "type": "kcl", "factors": { "length": 210, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 44, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 210, "offset": 0, "scalar": 4 } }, "second_band": { "type": "dcl", "factors": { "length": 44, "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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