Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31136.956 | 25352.0074 | 5784.9486 | -6249.2564 | 63451.1011 | -69700.3575 |
Total P&L (%) | 31.137 | 25.352 | 5.7849 | -6.2493 | 63.4511 | -69.7004 |
Avg Daily Profit (%) | 0.1196 | 0.0974 | 0.0222 | -0.0248 | 0.1889 | -0.4575 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101849 | -15331 | -102148 | -245624 | -25262 | -257023 |
Profit Factor | 1.1015 | 1.2939 | 1.0262 | 0.989 | 1.4703 | 0.8393 |
Total Trades | 211 | 106 | 105 | 211 | 106 | 105 |
Winning Trades | 124 | 60 | 64 | 124 | 60 | 64 |
Losing Trades | 87 | 46 | 41 | 87 | 46 | 41 |
Profitability (%) | 58.7678 | 56.6038 | 60.9524 | 58.7678 | 56.6038 | 60.9524 |
Ratio Avg Win / Avg Loss | 0.7729 | 0.992 | 0.6574 | 0.6939 | 1.1272 | 0.5377 |
Largest Winning Trade | 15107 | 11397 | 15107 | 29762 | 29762 | 22287 |
Largest Losing Trade | -47871 | -15331 | -47871 | -147702 | -24457 | -147702 |
Avg Bars in Trades | 116 | 14 | 219 | 116 | 14 | 219 |
Avg Bars in Winners | 74 | 14 | 130 | 74 | 14 | 130 |
Avg Bars in Losers | 176 | 14 | 359 | 176 | 14 | 359 |
Bars Traded | 24584 | 1522 | 23062 | 24584 | 1522 | 23062 |
Profit Streak | 2.9905 | 7.7613 | 0 | 2.9905 | 7.7613 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -147214 | -68007 | -522539 | -581089 | 300850 | -581028 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 118, "offset": 0, "scalar": 2 } } }
# | 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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