Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1883514.6724 | 1796894.2884 | 86620.384 | 2715804.2976 | 1688134.4883 | 1027669.8092 |
Total P&L (%) | 1883.5147 | 1796.8943 | 86.6204 | 2715.8043 | 1688.1345 | 1027.6698 |
Avg Daily Profit (%) | 1.0175 | 0.9707 | 0.0468 | 0.1805 | 0.1559 | 0.131 |
Buy And Hold Return (%) | 225.0346 | 225.0346 | 225.0346 | 225.0346 | 225.0346 | 225.0346 |
Max Trade Drawdown | -84859 | -67411 | -53514 | -2238641 | -1614131 | -719782 |
Profit Factor | 4.257 | 6.9037 | 1.3162 | 1.3889 | 1.4119 | 1.3562 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 27 | 12 | 15 | 27 | 12 | 15 |
Losing Trades | 48 | 26 | 22 | 48 | 26 | 22 |
Profitability (%) | 36 | 31.5789 | 40.5405 | 36 | 31.5789 | 40.5405 |
Ratio Avg Win / Avg Loss | 7.568 | 14.9579 | 1.9304 | 2.4691 | 3.059 | 1.9891 |
Largest Winning Trade | 1550359 | 1550359 | 76444 | 1737093 | 1464692 | 1737093 |
Largest Losing Trade | -37847 | -34062 | -37847 | -703560 | -703560 | -477187 |
Avg Bars in Trades | 289 | 330 | 247 | 289 | 330 | 247 |
Avg Bars in Winners | 598 | 771 | 459 | 598 | 771 | 459 |
Avg Bars in Losers | 115 | 126 | 102 | 115 | 126 | 102 |
Bars Traded | 21703 | 12560 | 9142 | 21703 | 12560 | 9142 |
Profit Streak | 0 | 0 | 49.7967 | 0 | 0 | 49.7967 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46117 | 528900 | -298009 | -57113 | 85992 | -21062 |
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{ "first_band": { "type": "kcl", "factors": { "length": 244, "offset": 0, "scalar": 1 } }, "second_band": { "type": "kcb", "factors": { "length": 89, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 244, "offset": 0, "scalar": 1 } }, "second_band": { "type": "kcb", "factors": { "length": 89, "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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