Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 132917.6328 | 104877.8138 | 28039.819 | 19086.6814 | -20477.2808 | 39563.9621 |
Total P&L (%) | 132.9176 | 104.8778 | 28.0398 | 19.0867 | -20.4773 | 39.564 |
Avg Daily Profit (%) | 0.2552 | 0.2014 | 0.0538 | 0.0335 | -0.044 | 0.064 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127568 | -118793 | -19969 | -280281 | -270212 | -37155 |
Profit Factor | 1.4586 | 1.4273 | 1.6317 | 1.0393 | 0.9509 | 1.5811 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 64 | 35 | 29 | 64 | 35 | 29 |
Profitability (%) | 46.2185 | 40.678 | 51.6667 | 46.2185 | 40.678 | 51.6667 |
Ratio Avg Win / Avg Loss | 1.6972 | 2.0814 | 1.5264 | 1.2094 | 1.3868 | 1.4791 |
Largest Winning Trade | 191785 | 191785 | 15241 | 203596 | 203596 | 23292 |
Largest Losing Trade | -28392 | -28392 | -4700 | -72205 | -72205 | -14902 |
Avg Bars in Trades | 201 | 390 | 15 | 201 | 390 | 15 |
Avg Bars in Winners | 230 | 502 | 19 | 230 | 502 | 19 |
Avg Bars in Losers | 176 | 313 | 10 | 176 | 313 | 10 |
Bars Traded | 23975 | 23057 | 918 | 23975 | 23057 | 918 |
Profit Streak | 0 | 65.6599 | 0 | 0 | 65.6599 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 307199 | -170575 | -290197 | -334577 | -759291 | -277154 |
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 112, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 3 } }, "second_band": { "type": "midprice", "factors": { "length": 112, "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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