Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 354780.1542 | 337001.8361 | 17778.3181 | 314188.095 | 251187.3044 | 63000.7906 |
Total P&L (%) | 354.7802 | 337.0018 | 17.7783 | 314.1881 | 251.1873 | 63.0008 |
Avg Daily Profit (%) | 0.3406 | 0.3235 | 0.0171 | 0.1365 | 0.1207 | 0.0469 |
Buy And Hold Return (%) | 56.9327 | 56.9327 | 56.9327 | 56.9327 | 56.9327 | 56.9327 |
Max Trade Drawdown | -94631 | -85060 | -54327 | -213450 | -206748 | -84488 |
Profit Factor | 1.7525 | 1.9832 | 1.1381 | 1.3929 | 1.3966 | 1.3788 |
Total Trades | 121 | 60 | 61 | 121 | 60 | 61 |
Winning Trades | 64 | 34 | 30 | 64 | 34 | 30 |
Losing Trades | 57 | 26 | 31 | 57 | 26 | 31 |
Profitability (%) | 52.8926 | 56.6667 | 49.1803 | 52.8926 | 56.6667 | 49.1803 |
Ratio Avg Win / Avg Loss | 1.5609 | 1.5166 | 1.1761 | 1.2405 | 1.068 | 1.4248 |
Largest Winning Trade | 102420 | 102420 | 15559 | 130150 | 130150 | 29022 |
Largest Losing Trade | -61713 | -61713 | -16453 | -155755 | -155755 | -32096 |
Avg Bars in Trades | 188 | 358 | 21 | 188 | 358 | 21 |
Avg Bars in Winners | 156 | 270 | 26 | 156 | 270 | 26 |
Avg Bars in Losers | 224 | 472 | 16 | 224 | 472 | 16 |
Bars Traded | 22811 | 21495 | 1316 | 22811 | 21495 | 1316 |
Profit Streak | 99.4339 | 99.4339 | 176.5172 | 99.4339 | 99.4339 | 176.5172 |
Trades During Streak | 5 | 2 | 6 | 5 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 495556 | -155633 | -564677 | -8979 | -200462 | -422588 |
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{ "first_band": { "type": "kcl", "factors": { "length": 113, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 196, "offset": 0 } } }
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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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