Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 645630.5614 | 558347.9952 | 87282.5662 | 3898157.8225 | 2825840.5101 | 1072317.3124 |
Total P&L (%) | 645.6306 | 558.348 | 87.2826 | 3898.1578 | 2825.8405 | 1072.3173 |
Avg Daily Profit (%) | 0.2582 | 0.2233 | 0.0349 | 0.1476 | 0.1351 | 0.0985 |
Buy And Hold Return (%) | 1008.9172 | 1008.9172 | 1008.9172 | 1008.9172 | 1008.9172 | 1008.9172 |
Max Trade Drawdown | -79230 | -84890 | -26539 | -1046078 | -279517 | -766560 |
Profit Factor | 2.7924 | 3.1751 | 1.8433 | 3.1664 | 4.2896 | 2.1404 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 61 | 29 | 32 | 61 | 29 | 32 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 61.6162 | 59.1837 | 64 | 61.6162 | 59.1837 | 64 |
Ratio Avg Win / Avg Loss | 1.7395 | 2.1897 | 1.0369 | 1.9725 | 2.9584 | 1.204 |
Largest Winning Trade | 234160 | 234160 | 17683 | 1019910 | 1019910 | 456544 |
Largest Losing Trade | -51987 | -51987 | -14254 | -399650 | -279517 | -399650 |
Avg Bars in Trades | 68 | 119 | 17 | 68 | 119 | 17 |
Avg Bars in Winners | 69 | 123 | 20 | 69 | 123 | 20 |
Avg Bars in Losers | 66 | 113 | 13 | 66 | 113 | 13 |
Bars Traded | 6741 | 5851 | 890 | 6741 | 5851 | 890 |
Profit Streak | 69.9672 | 77.9672 | 69.9672 | 69.9672 | 77.9672 | 69.9672 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -148713 | -149222 | -486647 | 408685 | -5993 | -381321 |
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{ "first_band": { "type": "kcl", "factors": { "length": 68, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 94, "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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