Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 435872.1937 | 358750.0928 | 77122.1009 | 117695.5943 | -361419.8083 | 479115.4026 |
Total P&L (%) | 435.8722 | 358.7501 | 77.1221 | 117.6956 | -361.4198 | 479.1154 |
Avg Daily Profit (%) | 0.2726 | 0.2244 | 0.0482 | 0.0487 | 0 | 0.1099 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -169640 | -144386 | -67188 | -599520 | -777504 | -146924 |
Profit Factor | 1.8961 | 2.1671 | 1.4308 | 1.0646 | 0.7557 | 2.402 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 54.7945 | 50 | 59.4595 | 54.7945 | 50 | 59.4595 |
Ratio Avg Win / Avg Loss | 1.5643 | 2.1671 | 0.9756 | 0.8783 | 0.7557 | 1.6377 |
Largest Winning Trade | 269834 | 269834 | 30039 | 194428 | 194428 | 106562 |
Largest Losing Trade | -63912 | -63912 | -40548 | -407020 | -407020 | -52991 |
Avg Bars in Trades | 39 | 72 | 8 | 39 | 72 | 8 |
Avg Bars in Winners | 23 | 38 | 11 | 23 | 38 | 11 |
Avg Bars in Losers | 59 | 105 | 3 | 59 | 105 | 3 |
Bars Traded | 2891 | 2596 | 296 | 2891 | 2596 | 296 |
Profit Streak | 68.8117 | 68.8117 | 70.8117 | 68.8117 | 68.8117 | 70.8117 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62157 | 450296 | -126804 | -353030 | -580221 | -39219 |
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 166, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 87, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 166, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 87, "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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