Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 292630.9561 | 290273.8895 | 2357.0667 | 48251.6257 | 50441.4411 | -2189.8154 |
Total P&L (%) | 292.631 | 290.2739 | 2.3571 | 48.2516 | 50.4414 | -2.1898 |
Avg Daily Profit (%) | 0.2049 | 0.2032 | 0.0017 | 0.0276 | 0.0286 | -0.0016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -99564 | -60354 | -55205 | -230063 | -162437 | -69080 |
Profit Factor | 1.5183 | 1.8704 | 1.0102 | 1.066 | 1.1056 | 0.9914 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 46 | 24 | 22 | 46 | 24 | 22 |
Losing Trades | 43 | 20 | 23 | 43 | 20 | 23 |
Profitability (%) | 51.6854 | 54.5455 | 48.8889 | 51.6854 | 54.5455 | 48.8889 |
Ratio Avg Win / Avg Loss | 1.4193 | 1.5587 | 1.0561 | 0.9964 | 0.9213 | 1.0364 |
Largest Winning Trade | 143333 | 143333 | 24244 | 165112 | 165112 | 55243 |
Largest Losing Trade | -56163 | -56163 | -32688 | -87457 | -87457 | -50124 |
Avg Bars in Trades | 83 | 132 | 35 | 83 | 132 | 35 |
Avg Bars in Winners | 89 | 113 | 62 | 89 | 113 | 62 |
Avg Bars in Losers | 77 | 154 | 10 | 77 | 154 | 10 |
Bars Traded | 7431 | 5813 | 1618 | 7431 | 5813 | 1618 |
Profit Streak | 84.6761 | 86.0094 | 84.6761 | 84.6761 | 86.0094 | 84.6761 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 377916 | 446559 | -565501 | -305762 | -260853 | -578919 |
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{ "first_band": { "type": "kcl", "factors": { "length": 88, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 189, "offset": 0 } } }
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# | 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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