Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1523242.9975 | 35587.5946 | -1558830.5921 | 1315543.3527 | 2208876.4582 | -893333.1055 |
Total P&L (%) | -1523.243 | 35.5876 | -1558.8306 | 1315.5434 | 2208.8765 | -893.3331 |
Avg Daily Profit (%) | -0.7314 | 0.0171 | -0.7485 | 0.1273 | 0.1509 | 0 |
Buy And Hold Return (%) | 125.3061 | 125.3061 | 125.3061 | 125.3061 | 125.3061 | 125.3061 |
Max Trade Drawdown | -1767539 | -69298 | -1745565 | -18227345 | -2835800 | -16916537 |
Profit Factor | 0.3836 | 1.1517 | 0.303 | 1.0314 | 1.2427 | 0.9728 |
Total Trades | 195 | 98 | 97 | 195 | 98 | 97 |
Winning Trades | 108 | 51 | 57 | 106 | 49 | 57 |
Losing Trades | 87 | 47 | 40 | 89 | 49 | 40 |
Profitability (%) | 55.3846 | 52.0408 | 58.7629 | 54.359 | 50 | 58.7629 |
Ratio Avg Win / Avg Loss | 0.309 | 1.0614 | 0.2126 | 0.866 | 1.2427 | 0.6827 |
Largest Winning Trade | 43110 | 26250 | 43110 | 4679558 | 2218831 | 4679558 |
Largest Losing Trade | -1347229 | -18838 | -1347229 | -15125876 | -2090964 | -15125876 |
Avg Bars in Trades | 122 | 29 | 216 | 122 | 29 | 216 |
Avg Bars in Winners | 86 | 25 | 141 | 107 | 26 | 176 |
Avg Bars in Losers | 166 | 33 | 323 | 140 | 32 | 273 |
Bars Traded | 23878 | 2882 | 20996 | 23878 | 2882 | 20996 |
Profit Streak | 48.1412 | 213.0579 | 0 | 48.1412 | 213.0579 | 0 |
Trades During Streak | 1 | 7 | 0 | 1 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578497 | -387763 | -579937 | -208135 | 316613 | -579937 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 178, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 178, "offset": 0, "scalar": 2 } } }
# | 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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