Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 844045.6349 | 852051.0373 | -8005.4024 | 257624.9548 | 1254492.2862 | -996867.3314 |
Total P&L (%) | 844.0456 | 852.051 | -8.0054 | 257.625 | 1254.4923 | -996.8673 |
Avg Daily Profit (%) | 0.3722 | 0.3757 | -0.0035 | 0.0562 | 0.115 | 0 |
Buy And Hold Return (%) | 357.5502 | 357.5502 | 357.5502 | 357.5502 | 357.5502 | 357.5502 |
Max Trade Drawdown | -129114 | -95291 | -139925 | -1511705 | -616080 | -1329204 |
Profit Factor | 2.2986 | 3.2001 | 0.9695 | 1.0621 | 1.5732 | 0.4909 |
Total Trades | 117 | 58 | 59 | 117 | 58 | 59 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 47.0085 | 41.3793 | 52.5424 | 47.0085 | 41.3793 | 52.5424 |
Ratio Avg Win / Avg Loss | 2.5912 | 4.5334 | 0.8757 | 1.1973 | 2.2287 | 0.4434 |
Largest Winning Trade | 487554 | 487554 | 40757 | 1470316 | 1470316 | 128595 |
Largest Losing Trade | -44184 | -38176 | -44184 | -782891 | -294313 | -782891 |
Avg Bars in Trades | 75 | 110 | 41 | 75 | 110 | 41 |
Avg Bars in Winners | 94 | 150 | 50 | 94 | 150 | 50 |
Avg Bars in Losers | 58 | 82 | 30 | 58 | 82 | 30 |
Bars Traded | 8853 | 6430 | 2423 | 8853 | 6430 | 2423 |
Profit Streak | 14.3292 | 0 | 14.5792 | 14.3292 | 0 | 14.5792 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 329086 | -172087 | -756538 | -436092 | -222298 | -756538 |
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{ "first_band": { "type": "kcl", "factors": { "length": 178, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 178, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 125, "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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