Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81623.5391 | 10732.3289 | 70891.2101 | 93396.9032 | 15142.8606 | 78254.0426 |
Total P&L (%) | 81.6235 | 10.7323 | 70.8912 | 93.3969 | 15.1429 | 78.254 |
Avg Daily Profit (%) | 0.3134 | 0.0412 | 0.2722 | 0.2536 | 0.0542 | 0.2222 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44450 | -12255 | -34689 | -111886 | -27614 | -89107 |
Profit Factor | 1.5798 | 1.3214 | 1.6602 | 1.3186 | 1.2261 | 1.346 |
Total Trades | 111 | 56 | 55 | 111 | 56 | 55 |
Winning Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Losing Trades | 52 | 27 | 25 | 52 | 27 | 25 |
Profitability (%) | 53.1532 | 51.7857 | 54.5455 | 53.1532 | 51.7857 | 54.5455 |
Ratio Avg Win / Avg Loss | 1.3924 | 1.2303 | 1.3835 | 1.1621 | 1.1415 | 1.1216 |
Largest Winning Trade | 18093 | 5987 | 18093 | 31632 | 13327 | 31632 |
Largest Losing Trade | -20292 | -4436 | -20292 | -46856 | -11617 | -46856 |
Avg Bars in Trades | 210 | 20 | 405 | 210 | 20 | 405 |
Avg Bars in Winners | 172 | 17 | 322 | 172 | 17 | 322 |
Avg Bars in Losers | 254 | 23 | 504 | 254 | 23 | 504 |
Bars Traded | 23412 | 1135 | 22277 | 23412 | 1135 | 22277 |
Profit Streak | 0 | 0 | 14.7455 | 0 | 0 | 14.7455 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348934 | -461300 | -170001 | 273050 | -312030 | -172097 |
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{ "first_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 139, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 148, "offset": 0, "scalar": 3 } } }
# | 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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