Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 474319.9278 | 444513.9676 | 29805.9603 | 64545.3125 | 202510.7556 | -137965.4431 |
Total P&L (%) | 474.3199 | 444.514 | 29.806 | 64.5453 | 202.5108 | -137.9654 |
Avg Daily Profit (%) | 0.2277 | 0.2134 | 0.0143 | 0.0239 | 0.0531 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -161102 | -130019 | -55045 | -1518054 | -1188508 | -455495 |
Profit Factor | 1.597 | 1.7663 | 1.139 | 1.0149 | 1.0671 | 0.8955 |
Total Trades | 199 | 99 | 100 | 199 | 99 | 100 |
Winning Trades | 101 | 51 | 50 | 101 | 51 | 50 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 50.7538 | 51.5152 | 50 | 50.7538 | 51.5152 | 50 |
Ratio Avg Win / Avg Loss | 1.5496 | 1.6624 | 1.139 | 0.9847 | 1.0043 | 0.8955 |
Largest Winning Trade | 274608 | 274608 | 18248 | 637406 | 637406 | 187219 |
Largest Losing Trade | -60538 | -60538 | -27429 | -734413 | -734413 | -449159 |
Avg Bars in Trades | 121 | 223 | 19 | 121 | 223 | 19 |
Avg Bars in Winners | 105 | 186 | 22 | 105 | 186 | 22 |
Avg Bars in Losers | 137 | 262 | 16 | 137 | 262 | 16 |
Bars Traded | 24079 | 22154 | 1925 | 24079 | 22154 | 1925 |
Profit Streak | 55.1741 | 0 | 55.2574 | 55.1741 | 0 | 55.2574 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 452493 | 395666 | -243898 | -365421 | -268775 | -580225 |
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{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 105, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 166, "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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