Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113710.4861 | 25270.5349 | 88439.9513 | 51306.3764 | 16823.4727 | 34482.9037 |
Total P&L (%) | 113.7105 | 25.2705 | 88.44 | 51.3064 | 16.8235 | 34.4829 |
Avg Daily Profit (%) | 0.2183 | 0.0485 | 0.1698 | 0.0795 | 0.0299 | 0.0569 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70443 | -14092 | -73057 | -108389 | -23858 | -118842 |
Profit Factor | 1.3429 | 1.2805 | 1.3662 | 1.1108 | 1.1443 | 1.0995 |
Total Trades | 229 | 115 | 114 | 229 | 115 | 114 |
Winning Trades | 129 | 62 | 67 | 129 | 62 | 67 |
Losing Trades | 100 | 53 | 47 | 100 | 53 | 47 |
Profitability (%) | 56.3319 | 53.913 | 58.7719 | 56.3319 | 53.913 | 58.7719 |
Ratio Avg Win / Avg Loss | 1.041 | 1.0946 | 0.9584 | 0.8611 | 0.9782 | 0.7713 |
Largest Winning Trade | 20988 | 14712 | 20988 | 19384 | 12419 | 19384 |
Largest Losing Trade | -67572 | -6352 | -67572 | -106229 | -11022 | -106229 |
Avg Bars in Trades | 106 | 23 | 189 | 106 | 23 | 189 |
Avg Bars in Winners | 87 | 22 | 147 | 87 | 22 | 147 |
Avg Bars in Losers | 130 | 25 | 248 | 130 | 25 | 248 |
Bars Traded | 24314 | 2740 | 21574 | 24314 | 2740 | 21574 |
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 | 344671 | -131712 | 234073 | -186850 | -225509 | -232041 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 145, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 82, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 145, "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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