Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 683180.6432 | 490465.6405 | 192715.0027 | 805193.5598 | -3063.9749 | 808257.5347 |
Total P&L (%) | 683.1806 | 490.4656 | 192.715 | 805.1936 | -3.064 | 808.2575 |
Avg Daily Profit (%) | 0.3761 | 0.27 | 0.1061 | 0.1214 | -0.0017 | 0.1215 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135836 | -104432 | -69725 | -2124431 | -1020888 | -1198722 |
Profit Factor | 2.4433 | 3.2038 | 1.7684 | 1.147 | 0.9987 | 1.2525 |
Total Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Winning Trades | 54 | 28 | 26 | 54 | 28 | 26 |
Losing Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Profitability (%) | 42.5197 | 43.75 | 41.2698 | 42.5197 | 43.75 | 41.2698 |
Ratio Avg Win / Avg Loss | 3.3029 | 4.1192 | 2.5165 | 1.5506 | 1.284 | 1.7825 |
Largest Winning Trade | 500649 | 500649 | 70389 | 1006527 | 583450 | 1006527 |
Largest Losing Trade | -48918 | -19994 | -48918 | -1164870 | -233724 | -1164870 |
Avg Bars in Trades | 55 | 37 | 73 | 55 | 37 | 73 |
Avg Bars in Winners | 95 | 63 | 131 | 95 | 63 | 131 |
Avg Bars in Losers | 26 | 18 | 33 | 26 | 18 | 33 |
Bars Traded | 7080 | 2428 | 4652 | 7080 | 2428 | 4652 |
Profit Streak | 19.6352 | 19.6352 | 25.8852 | 19.6352 | 19.6352 | 25.8852 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 456882 | -126988 | -197809 | -89803 | -720443 | -179247 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 160 } }, "second_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 1 } } }
# | 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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