Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 367461.8412 | 455168.9266 | -87707.0854 | -62480.5429 | 65786.7331 | -128267.276 |
Total P&L (%) | 367.4618 | 455.1689 | -87.7071 | -62.4805 | 65.7867 | -128.2673 |
Avg Daily Profit (%) | 0.1586 | 0.1965 | -0.0379 | -0.0423 | 0.0218 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -200050 | -66265 | -368524 | -302818 | -157538 | -213817 |
Profit Factor | 1.2334 | 1.7156 | 0.9065 | 0.9424 | 1.1498 | 0.8011 |
Total Trades | 299 | 150 | 149 | 299 | 150 | 149 |
Winning Trades | 125 | 67 | 58 | 125 | 67 | 58 |
Losing Trades | 174 | 83 | 91 | 174 | 83 | 91 |
Profitability (%) | 41.806 | 44.6667 | 38.9262 | 41.806 | 44.6667 | 38.9262 |
Ratio Avg Win / Avg Loss | 1.7169 | 2.1253 | 1.4223 | 1.3118 | 1.4243 | 1.2569 |
Largest Winning Trade | 108401 | 108401 | 71784 | 92368 | 92368 | 77733 |
Largest Losing Trade | -69931 | -37363 | -69931 | -89291 | -35809 | -89291 |
Avg Bars in Trades | 43 | 24 | 62 | 43 | 24 | 62 |
Avg Bars in Winners | 61 | 26 | 101 | 61 | 26 | 101 |
Avg Bars in Losers | 30 | 23 | 36 | 30 | 23 | 36 |
Bars Traded | 12986 | 3731 | 9256 | 12986 | 3731 | 9256 |
Profit Streak | 0 | 0 | 52.074 | 0 | 0 | 52.074 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 231567 | 333954 | -583013 | -580734 | -221331 | -583013 |
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{ "first_band": { "type": "midprice", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 92, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 1 } } }
# | 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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