Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 217102.3543 | 43202.2401 | 173900.1142 | 195207.4121 | -76476.5001 | 271683.9122 |
Total P&L (%) | 217.1024 | 43.2022 | 173.9001 | 195.2074 | -76.4765 | 271.6839 |
Avg Daily Profit (%) | 0.1677 | 0.0334 | 0.1343 | 0.0836 | -0.1117 | 0.1015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64900 | -72739 | -20624 | -385808 | -325979 | -101426 |
Profit Factor | 1.5225 | 1.1349 | 2.8246 | 1.1592 | 0.9181 | 1.9267 |
Total Trades | 95 | 47 | 48 | 95 | 47 | 48 |
Winning Trades | 51 | 21 | 30 | 51 | 21 | 30 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 53.6842 | 44.6809 | 62.5 | 53.6842 | 44.6809 | 62.5 |
Ratio Avg Win / Avg Loss | 1.3136 | 1.4052 | 1.6947 | 1.0001 | 1.1366 | 1.156 |
Largest Winning Trade | 57781 | 57781 | 31077 | 151239 | 151239 | 56765 |
Largest Losing Trade | -44276 | -44276 | -16381 | -274400 | -274400 | -61276 |
Avg Bars in Trades | 76 | 117 | 35 | 76 | 117 | 35 |
Avg Bars in Winners | 77 | 125 | 43 | 77 | 125 | 43 |
Avg Bars in Losers | 75 | 111 | 22 | 75 | 111 | 22 |
Bars Traded | 7260 | 5537 | 1723 | 7260 | 5537 | 1723 |
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 | 342702 | -224338 | -6612 | -125982 | -581098 | -53273 |
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{ "first_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 159, "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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