Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 486526.72 | 418259.8546 | 68266.8654 | 680324.9474 | 896159.4093 | -215834.4619 |
Total P&L (%) | 486.5267 | 418.2599 | 68.2669 | 680.3249 | 896.1594 | -215.8345 |
Avg Daily Profit (%) | 0.2647 | 0.2275 | 0.0371 | 0.1118 | 0.1251 | 0 |
Buy And Hold Return (%) | 199.2556 | 199.2556 | 199.2556 | 199.2556 | 199.2556 | 199.2556 |
Max Trade Drawdown | -156492 | -123247 | -140896 | -637132 | -373271 | -679677 |
Profit Factor | 1.8152 | 2.4594 | 1.22 | 1.2972 | 1.9282 | 0.8369 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 91 | 49 | 42 | 91 | 49 | 42 |
Losing Trades | 54 | 23 | 31 | 54 | 23 | 31 |
Profitability (%) | 62.7586 | 68.0556 | 57.5342 | 62.7586 | 68.0556 | 57.5342 |
Ratio Avg Win / Avg Loss | 1.0771 | 1.1544 | 0.9005 | 0.7698 | 0.9051 | 0.6177 |
Largest Winning Trade | 166606 | 166606 | 25675 | 309770 | 309770 | 223946 |
Largest Losing Trade | -63090 | -57429 | -63090 | -371179 | -371179 | -287367 |
Avg Bars in Trades | 47 | 77 | 18 | 47 | 77 | 18 |
Avg Bars in Winners | 26 | 32 | 18 | 26 | 32 | 18 |
Avg Bars in Losers | 84 | 173 | 19 | 84 | 173 | 19 |
Bars Traded | 6939 | 5576 | 1363 | 6939 | 5576 | 1363 |
Profit Streak | 38.5049 | 71.2549 | 38.5049 | 38.5049 | 71.2549 | 38.5049 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345174 | -70668 | -381019 | -44600 | -102319 | -650657 |
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 172, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 18, "offset": 172, "scalar": 3 } }, "second_band": { "type": "midpoint", "factors": { "length": 204, "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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