Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 11105.2403 | -8615.8181 | 19721.0584 | 11017.4452 | -9237.5989 | 20255.0441 |
Total P&L (%) | 11.1052 | -8.6158 | 19.7211 | 11.0174 | -9.2376 | 20.255 |
Avg Daily Profit (%) | 0.6397 | -0.4963 | 1.136 | 0.6039 | -0.5568 | 1.0681 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6478 | -10235 | -4351 | -7503 | -10841 | -4977 |
Profit Factor | 1.4216 | 0.4076 | 2.6722 | 1.3856 | 0.4059 | 2.5555 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 39 | 16 | 23 | 39 | 16 | 23 |
Losing Trades | 36 | 22 | 14 | 36 | 22 | 14 |
Profitability (%) | 52 | 42.1053 | 62.1622 | 52 | 42.1053 | 62.1622 |
Ratio Avg Win / Avg Loss | 1.3123 | 0.5605 | 1.6266 | 1.279 | 0.5581 | 1.5555 |
Largest Winning Trade | 4344 | 943 | 4344 | 4848 | 1030 | 4848 |
Largest Losing Trade | -4228 | -4228 | -2826 | -4554 | -4554 | -3347 |
Avg Bars in Trades | 265 | 37 | 500 | 265 | 37 | 500 |
Avg Bars in Winners | 282 | 28 | 459 | 282 | 28 | 459 |
Avg Bars in Losers | 247 | 43 | 568 | 247 | 43 | 568 |
Bars Traded | 19945 | 1425 | 18520 | 19945 | 1425 | 18520 |
Profit Streak | 4.9801 | 5.0141 | 0 | 4.9801 | 5.0141 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -181117 | -584729 | 397226 | -184374 | -584729 | 399813 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 236, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 158, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 236, "offset": 0, "scalar": 4 } } }
# | 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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