Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 4558795.8315 | 4482945.3446 | 75850.4869 | 1668877.1589 | 4557876.0127 | -2888998.8538 |
Total P&L (%) | 4558.7958 | 4482.9453 | 75.8505 | 1668.8772 | 4557.876 | -2888.9989 |
Avg Daily Profit (%) | 2.1886 | 2.1522 | 0.0364 | 0.138 | 0.1846 | 0 |
Buy And Hold Return (%) | 477.8098 | 477.8098 | 477.8098 | 477.8098 | 477.8098 | 477.8098 |
Max Trade Drawdown | -230907 | -136094 | -95081 | -9104380 | -5420819 | -4251573 |
Profit Factor | 6.4925 | 9.6479 | 1.2434 | 1.0758 | 1.3415 | 0.6672 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 56 | 21 | 35 | 56 | 21 | 35 |
Losing Trades | 116 | 65 | 51 | 116 | 65 | 51 |
Profitability (%) | 32.5581 | 24.4186 | 40.6977 | 32.5581 | 24.4186 | 40.6977 |
Ratio Avg Win / Avg Loss | 13.4488 | 29.8625 | 1.8118 | 2.2284 | 4.1523 | 0.9722 |
Largest Winning Trade | 4427139 | 4427139 | 44980 | 9671346 | 9671346 | 940030 |
Largest Losing Trade | -52184 | -31054 | -52184 | -1378091 | -1314791 | -1378091 |
Avg Bars in Trades | 141 | 211 | 72 | 141 | 211 | 72 |
Avg Bars in Winners | 294 | 552 | 138 | 294 | 552 | 138 |
Avg Bars in Losers | 68 | 101 | 27 | 68 | 101 | 27 |
Bars Traded | 24414 | 18177 | 6237 | 24414 | 18177 | 6237 |
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 | 612633 | -9833 | -313124 | -152993 | -23346 | -584719 |
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 2 } }, "second_band": { "type": "kcb", "factors": { "length": 22, "offset": 0, "scalar": 4 } } }
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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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