Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1390532.0821 | 1418904.5904 | -28372.5083 | 201760.1613 | 320188.8 | -118428.6387 |
Total P&L (%) | 1390.5321 | 1418.9046 | -28.3725 | 201.7602 | 320.1888 | -118.4286 |
Avg Daily Profit (%) | 0.5558 | 0.5671 | -0.0113 | 0.0442 | 0.0574 | 0 |
Buy And Hold Return (%) | 344.3569 | 344.3569 | 344.3569 | 344.3569 | 344.3569 | 344.3569 |
Max Trade Drawdown | -132782 | -122641 | -35702 | -1347291 | -1208637 | -163760 |
Profit Factor | 3.2414 | 3.6638 | 0.6765 | 1.0683 | 1.1218 | 0.6378 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 73 | 37 | 36 | 73 | 37 | 36 |
Profitability (%) | 34.2342 | 32.7273 | 35.7143 | 34.2342 | 32.7273 | 35.7143 |
Ratio Avg Win / Avg Loss | 6.227 | 7.5312 | 1.2178 | 2.0522 | 2.3059 | 1.1481 |
Largest Winning Trade | 1303899 | 1303899 | 7924 | 1429545 | 1429545 | 38936 |
Largest Losing Trade | -33827 | -33827 | -7647 | -533844 | -533844 | -61454 |
Avg Bars in Trades | 134 | 268 | 2 | 134 | 268 | 2 |
Avg Bars in Winners | 255 | 534 | 3 | 255 | 534 | 3 |
Avg Bars in Losers | 71 | 138 | 1 | 71 | 138 | 1 |
Bars Traded | 14887 | 14744 | 143 | 14887 | 14744 | 143 |
Profit Streak | 0 | 184.6228 | 0 | 0 | 184.6228 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332998 | -170588 | -764722 | -449876 | -553952 | -764722 |
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{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 3 } }, "second_band": { "type": "hl2", "factors": { "length": 0, "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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