Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 353625.7299 | 323830.9774 | 29794.7525 | 1268131.0921 | 1071039.5309 | 197091.5612 |
Total P&L (%) | 353.6257 | 323.831 | 29.7948 | 1268.1311 | 1071.0395 | 197.0916 |
Avg Daily Profit (%) | 0.4322 | 0.3958 | 0.0364 | 0.3202 | 0.3012 | 0.1332 |
Buy And Hold Return (%) | 515.8358 | 515.8358 | 515.8358 | 515.8358 | 515.8358 | 515.8358 |
Max Trade Drawdown | -100567 | -53757 | -100733 | -325650 | -217233 | -354994 |
Profit Factor | 2.0964 | 3.4127 | 1.1582 | 2.0596 | 2.7156 | 1.3443 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 137 | 68 | 69 | 137 | 68 | 69 |
Losing Trades | 46 | 23 | 23 | 46 | 23 | 23 |
Profitability (%) | 74.8634 | 74.7253 | 75 | 74.8634 | 74.7253 | 75 |
Ratio Avg Win / Avg Loss | 0.7039 | 1.1543 | 0.3861 | 0.6916 | 0.9185 | 0.4481 |
Largest Winning Trade | 54578 | 54578 | 11466 | 228846 | 228846 | 70691 |
Largest Losing Trade | -53757 | -53757 | -30728 | -217233 | -217233 | -70298 |
Avg Bars in Trades | 47 | 75 | 19 | 47 | 75 | 19 |
Avg Bars in Winners | 35 | 55 | 15 | 35 | 55 | 15 |
Avg Bars in Losers | 83 | 134 | 32 | 83 | 134 | 32 |
Bars Traded | 8659 | 6871 | 1788 | 8659 | 6871 | 1788 |
Profit Streak | 15.4246 | 0 | 34.6746 | 15.4246 | 0 | 34.6746 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -150199 | -147896 | -354156 | 400820 | 291511 | -178317 |
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{ "first_band": { "type": "kcl", "factors": { "length": 13, "offset": 0, "scalar": 4 } }, "second_band": { "type": "kcb", "factors": { "length": 237, "offset": 204, "scalar": 5 } } }
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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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