Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 522077.649 | 565888.2914 | -43810.6424 | -79514.2791 | -78207.704 | -1306.5751 |
Total P&L (%) | 522.0776 | 565.8883 | -43.8106 | -79.5143 | -78.2077 | -1.3066 |
Avg Daily Profit (%) | 0.2693 | 0.2919 | -0.0226 | -0.0817 | -0.0786 | -0.0007 |
Buy And Hold Return (%) | 14.3791 | 14.3791 | 14.3791 | 14.3791 | 14.3791 | 14.3791 |
Max Trade Drawdown | -219641 | -224547 | -53952 | -433968 | -480394 | -62154 |
Profit Factor | 1.7242 | 2.0633 | 0.7678 | 0.9192 | 0.8987 | 0.9938 |
Total Trades | 133 | 66 | 67 | 133 | 66 | 67 |
Winning Trades | 53 | 23 | 30 | 53 | 23 | 30 |
Losing Trades | 80 | 43 | 37 | 80 | 43 | 37 |
Profitability (%) | 39.8496 | 34.8485 | 44.7761 | 39.8496 | 34.8485 | 44.7761 |
Ratio Avg Win / Avg Loss | 2.6025 | 3.8574 | 0.947 | 1.3874 | 1.6801 | 1.2257 |
Largest Winning Trade | 698614 | 698614 | 17357 | 389519 | 389519 | 40132 |
Largest Losing Trade | -47478 | -47478 | -31605 | -86058 | -86058 | -33724 |
Avg Bars in Trades | 153 | 277 | 32 | 153 | 277 | 32 |
Avg Bars in Winners | 207 | 422 | 43 | 207 | 422 | 43 |
Avg Bars in Losers | 118 | 200 | 22 | 118 | 200 | 22 |
Bars Traded | 20476 | 18326 | 2150 | 20476 | 18326 | 2150 |
Profit Streak | 103.8057 | 0 | 168.8057 | 103.8057 | 0 | 168.8057 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 319100 | -117604 | -699186 | -582145 | -708350 | -697520 |
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{ "first_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 105, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 105, "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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