Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 201728.6986 | 203518.0586 | -1789.36 | 4373892.2336 | 1401432.0364 | 2972460.1972 |
Total P&L (%) | 201.7287 | 203.5181 | -1.7894 | 4373.8922 | 1401.432 | 2972.4602 |
Avg Daily Profit (%) | 0.1068 | 0.1078 | -0.0009 | 0.2014 | 0.1435 | 0.1815 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -187834 | -25409 | -176865 | -631535 | -187455 | -299099 |
Profit Factor | 1.3745 | 3.5457 | 0.9961 | 3.7873 | 3.3071 | 4.0906 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 72 | 36 | 36 | 50 | 24 | 26 |
Losing Trades | 26 | 13 | 13 | 48 | 25 | 23 |
Profitability (%) | 73.4694 | 73.4694 | 73.4694 | 51.0204 | 48.9796 | 53.0612 |
Ratio Avg Win / Avg Loss | 0.4964 | 1.2804 | 0.3597 | 3.6358 | 3.4449 | 3.6186 |
Largest Winning Trade | 42676 | 32756 | 42676 | 817343 | 388125 | 817343 |
Largest Losing Trade | -176865 | -23920 | -176865 | -184527 | -114949 | -184527 |
Avg Bars in Trades | 109 | 20 | 199 | 109 | 20 | 199 |
Avg Bars in Winners | 77 | 16 | 138 | 110 | 21 | 192 |
Avg Bars in Losers | 198 | 30 | 366 | 108 | 18 | 205 |
Bars Traded | 10748 | 994 | 9754 | 10748 | 994 | 9754 |
Profit Streak | 198.4818 | 198.4818 | 199.6485 | 198.4818 | 198.4818 | 199.6485 |
Trades During Streak | 11 | 5 | 6 | 11 | 5 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -46376 | -38684 | -576200 | 608817 | 241400 | 609817 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 130, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 39, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 130, "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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