Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 895179.1425 | 778175.5074 | 117003.635 | 4713360.0601 | 13769800.2534 | -9056440.1933 |
Total P&L (%) | 895.1791 | 778.1755 | 117.0036 | 4713.3601 | 13769.8003 | -9056.4402 |
Avg Daily Profit (%) | 0.4909 | 0.4267 | 0.0642 | 0.2127 | 0.2708 | 0 |
Buy And Hold Return (%) | 304.5544 | 304.5544 | 304.5544 | 304.5544 | 304.5544 | 304.5544 |
Max Trade Drawdown | -138880 | -85877 | -99327 | -22514168 | -8351635 | -18141094 |
Profit Factor | 3.5529 | 5.5394 | 1.6528 | 1.1377 | 2.1222 | 0.5874 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 49.2537 | 41.1765 | 57.5758 | 49.2537 | 41.1765 | 57.5758 |
Ratio Avg Win / Avg Loss | 3.6605 | 7.9134 | 1.2179 | 1.1722 | 3.0317 | 0.4328 |
Largest Winning Trade | 317927 | 317927 | 63873 | 10578256 | 10578256 | 2578449 |
Largest Losing Trade | -47539 | -20769 | -47539 | -12991365 | -2959275 | -12991365 |
Avg Bars in Trades | 321 | 309 | 333 | 321 | 309 | 333 |
Avg Bars in Winners | 501 | 520 | 487 | 501 | 520 | 487 |
Avg Bars in Losers | 146 | 161 | 125 | 146 | 161 | 125 |
Bars Traded | 21525 | 10512 | 11013 | 21525 | 10512 | 11013 |
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 | -107197 | 403594 | -270058 | -182167 | 332304 | -579820 |
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{ "first_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 162, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 250, "offset": 0, "scalar": 5 } }, "second_band": { "type": "kcl", "factors": { "length": 162, "offset": 0, "scalar": 5 } } }
# | 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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