Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2815726.5474 | 2702598.3207 | 113128.2267 | 2139387.9277 | 8669590.6456 | -6530202.7179 |
Total P&L (%) | 2815.7265 | 2702.5983 | 113.1282 | 2139.3879 | 8669.5906 | -6530.2027 |
Avg Daily Profit (%) | 1.3517 | 1.2974 | 0.0543 | 0.1494 | 0.215 | 0 |
Buy And Hold Return (%) | 26.2436 | 26.2436 | 26.2436 | 26.2436 | 26.2436 | 26.2436 |
Max Trade Drawdown | -228393 | -221206 | -87532 | -34587415 | -27765065 | -13376210 |
Profit Factor | 3.6729 | 5.0042 | 1.2989 | 1.0235 | 1.1576 | 0.8179 |
Total Trades | 232 | 116 | 116 | 232 | 116 | 116 |
Winning Trades | 85 | 38 | 47 | 85 | 38 | 47 |
Losing Trades | 147 | 78 | 69 | 147 | 78 | 69 |
Profitability (%) | 36.6379 | 32.7586 | 40.5172 | 36.6379 | 32.7586 | 40.5172 |
Ratio Avg Win / Avg Loss | 6.352 | 10.2718 | 1.9069 | 1.7701 | 2.3761 | 1.2007 |
Largest Winning Trade | 2395228 | 2395228 | 66419 | 20032429 | 20032429 | 4024135 |
Largest Losing Trade | -37294 | -37294 | -18189 | -7358045 | -7358045 | -6271770 |
Avg Bars in Trades | 106 | 147 | 64 | 106 | 147 | 64 |
Avg Bars in Winners | 169 | 266 | 91 | 169 | 266 | 91 |
Avg Bars in Losers | 69 | 90 | 45 | 69 | 90 | 45 |
Bars Traded | 24597 | 17140 | 7456 | 24597 | 17140 | 7456 |
Profit Streak | 0 | 0 | 20.2722 | 0 | 0 | 20.2722 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 593437 | 520018 | -124532 | -190756 | -44859 | -582490 |
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{ "first_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 153, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 153, "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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