Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70070.9206 | 41963.572 | 28107.3486 | 59756.4095 | 43126.1087 | 16630.3008 |
Total P&L (%) | 70.0709 | 41.9636 | 28.1073 | 59.7564 | 43.1261 | 16.6303 |
Avg Daily Profit (%) | 0.5044 | 0.3021 | 0.2023 | 0.3378 | 0.2585 | 0.1108 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41202 | -20190 | -48556 | -46259 | -20643 | -53507 |
Profit Factor | 1.3242 | 1.5243 | 1.2065 | 1.2448 | 1.5027 | 1.1051 |
Total Trades | 222 | 111 | 111 | 222 | 111 | 111 |
Winning Trades | 126 | 58 | 68 | 126 | 58 | 68 |
Losing Trades | 96 | 53 | 43 | 96 | 53 | 43 |
Profitability (%) | 56.7568 | 52.2523 | 61.2613 | 56.7568 | 52.2523 | 61.2613 |
Ratio Avg Win / Avg Loss | 1.0089 | 1.3929 | 0.7629 | 0.9484 | 1.3731 | 0.6988 |
Largest Winning Trade | 12629 | 11890 | 12629 | 12827 | 9715 | 12827 |
Largest Losing Trade | -34889 | -10922 | -34889 | -37591 | -10520 | -37591 |
Avg Bars in Trades | 58 | 32 | 84 | 58 | 32 | 84 |
Avg Bars in Winners | 43 | 32 | 53 | 43 | 32 | 53 |
Avg Bars in Losers | 78 | 33 | 133 | 78 | 33 | 133 |
Bars Traded | 13014 | 3654 | 9360 | 13014 | 3654 | 9360 |
Profit Streak | 124.0238 | 124.1384 | 0 | 124.0238 | 124.1384 | 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 | 405973 | 241872 | 58575 | 252672 | 227397 | -161389 |
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{ "first_band": { "type": "midprice", "factors": { "length": 43, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 106, "offset": 0, "scalar": 1 } } }
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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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