Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384361.5366 | 446063.6044 | -61702.0678 | -46882.1414 | -137165.3692 | 90283.2278 |
Total P&L (%) | 384.3615 | 446.0636 | -61.7021 | -46.8821 | -137.1654 | 90.2832 |
Avg Daily Profit (%) | 0.1846 | 0.2142 | -0.0296 | -0.0304 | 0 | 0.0309 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -156605 | -156463 | -106306 | -665353 | -720322 | -139766 |
Profit Factor | 1.3916 | 1.7266 | 0.8322 | 0.9814 | 0.9234 | 1.1248 |
Total Trades | 209 | 104 | 105 | 209 | 104 | 105 |
Winning Trades | 98 | 47 | 51 | 98 | 47 | 51 |
Losing Trades | 111 | 57 | 54 | 111 | 57 | 54 |
Profitability (%) | 46.89 | 45.1923 | 48.5714 | 46.89 | 45.1923 | 48.5714 |
Ratio Avg Win / Avg Loss | 1.5762 | 2.094 | 0.8811 | 1.1115 | 1.1199 | 1.191 |
Largest Winning Trade | 257762 | 257762 | 15831 | 275569 | 275569 | 91709 |
Largest Losing Trade | -39978 | -39978 | -28761 | -287067 | -287067 | -44579 |
Avg Bars in Trades | 115 | 191 | 41 | 115 | 191 | 41 |
Avg Bars in Winners | 151 | 259 | 52 | 151 | 259 | 52 |
Avg Bars in Losers | 84 | 135 | 31 | 84 | 135 | 31 |
Bars Traded | 24243 | 19874 | 4369 | 24243 | 19874 | 4369 |
Profit Streak | 79.0721 | 102.2388 | 79.0721 | 79.0721 | 102.2388 | 79.0721 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 363306 | 353752 | -581050 | -578263 | -580299 | -235080 |
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{ "first_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 224, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 224, "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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