Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 178085.3268 | 15863.299 | 162222.0277 | 225060.693 | 31186.5351 | 193874.1579 |
Total P&L (%) | 178.0853 | 15.8633 | 162.222 | 225.0607 | 31.1865 | 193.8742 |
Avg Daily Profit (%) | 0.3419 | 0.0305 | 0.3115 | 0.2266 | 0.0521 | 0.2072 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64255 | -13472 | -64746 | -204712 | -31270 | -208777 |
Profit Factor | 1.9192 | 1.3328 | 2.1106 | 1.3833 | 1.266 | 1.4125 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Losing Trades | 49 | 25 | 24 | 49 | 25 | 24 |
Profitability (%) | 58.8235 | 58.3333 | 59.322 | 58.8235 | 58.3333 | 59.322 |
Ratio Avg Win / Avg Loss | 1.3434 | 0.952 | 1.4472 | 0.9683 | 0.9043 | 0.9686 |
Largest Winning Trade | 27348 | 6402 | 27348 | 63700 | 16855 | 63700 |
Largest Losing Trade | -60217 | -4883 | -60217 | -194495 | -10448 | -194495 |
Avg Bars in Trades | 196 | 11 | 385 | 196 | 11 | 385 |
Avg Bars in Winners | 186 | 12 | 361 | 186 | 12 | 361 |
Avg Bars in Losers | 210 | 9 | 419 | 210 | 9 | 419 |
Bars Traded | 23380 | 662 | 22718 | 23380 | 662 | 22718 |
Profit Streak | 8.0357 | 8.0357 | 57.6815 | 8.0357 | 8.0357 | 57.6815 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 482018 | -330663 | -163584 | 316675 | -295809 | -168274 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 125, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 125, "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) |
---|