Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68695.0855 | 64759.0177 | 3936.0678 | 74371.4111 | 74107.6607 | 263.7504 |
Total P&L (%) | 68.6951 | 64.759 | 3.9361 | 74.3714 | 74.1077 | 0.2638 |
Avg Daily Profit (%) | 0.2638 | 0.2487 | 0.0151 | 0.2137 | 0.2132 | 0.001 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -44440 | -15877 | -30334 | -49286 | -22761 | -31915 |
Profit Factor | 1.543 | 2.2133 | 1.0538 | 1.476 | 2.0831 | 1.003 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Losing Trades | 25 | 11 | 14 | 25 | 11 | 14 |
Profitability (%) | 62.6866 | 66.6667 | 58.8235 | 62.6866 | 66.6667 | 58.8235 |
Ratio Avg Win / Avg Loss | 0.9184 | 1.1066 | 0.7377 | 0.8786 | 1.0416 | 0.7021 |
Largest Winning Trade | 18449 | 11290 | 18449 | 16841 | 15904 | 16841 |
Largest Losing Trade | -15735 | -15735 | -15138 | -22761 | -22761 | -18562 |
Avg Bars in Trades | 311 | 430 | 195 | 311 | 430 | 195 |
Avg Bars in Winners | 237 | 322 | 144 | 237 | 322 | 144 |
Avg Bars in Losers | 435 | 647 | 268 | 435 | 647 | 268 |
Bars Traded | 20847 | 14207 | 6640 | 20847 | 14207 | 6640 |
Profit Streak | 0 | 8.1448 | 0 | 0 | 8.1448 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -112769 | 439278 | -501700 | -113519 | 431886 | -576395 |
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{ "first_band": { "type": "kcl", "factors": { "length": 129, "offset": 0, "scalar": 5 } }, "second_band": { "type": "midpoint", "factors": { "length": 185, "offset": 176 } } }
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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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