Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1770327.2428 | 1761272.4395 | 9054.8033 | 567586.6133 | -1430609.8367 | 1998196.45 |
Total P&L (%) | 1770.3272 | 1761.2724 | 9.0548 | 567.5866 | -1430.6098 | 1998.1965 |
Avg Daily Profit (%) | 0.9414 | 0.9366 | 0.0048 | 0.101 | 0 | 0.162 |
Buy And Hold Return (%) | 539.367 | 539.367 | 539.367 | 539.367 | 539.367 | 539.367 |
Max Trade Drawdown | -138943 | -153766 | -45844 | -5716375 | -6560118 | -612412 |
Profit Factor | 3.7587 | 4.9596 | 1.046 | 1.0426 | 0.8646 | 1.7209 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 61 | 34 | 27 | 61 | 34 | 27 |
Profitability (%) | 46.0177 | 39.2857 | 52.6316 | 46.0177 | 39.2857 | 52.6316 |
Ratio Avg Win / Avg Loss | 4.4092 | 7.6648 | 0.9414 | 1.223 | 1.3361 | 1.5488 |
Largest Winning Trade | 981503 | 981503 | 34390 | 3144731 | 3144731 | 958175 |
Largest Losing Trade | -67097 | -67097 | -29629 | -1981186 | -1981186 | -607423 |
Avg Bars in Trades | 61 | 111 | 13 | 61 | 111 | 13 |
Avg Bars in Winners | 78 | 163 | 16 | 78 | 163 | 16 |
Avg Bars in Losers | 47 | 77 | 9 | 47 | 77 | 9 |
Bars Traded | 6991 | 6233 | 758 | 6991 | 6233 | 758 |
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 | 578327 | -166047 | -703213 | -382166 | -763333 | -170946 |
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{ "first_band": { "type": "kcl", "factors": { "length": 100, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 100, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 89, "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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