Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 75989.5375 | 13976.6726 | 62012.8649 | 75384.8055 | 22572.7666 | 52812.0389 |
Total P&L (%) | 75.9895 | 13.9767 | 62.0129 | 75.3848 | 22.5728 | 52.812 |
Avg Daily Profit (%) | 0.2918 | 0.0537 | 0.2381 | 0.216 | 0.0782 | 0.163 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49002 | -20128 | -45503 | -102899 | -27781 | -94794 |
Profit Factor | 1.5467 | 1.4075 | 1.5923 | 1.3067 | 1.4161 | 1.2757 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 33 | 17 | 16 | 33 | 17 | 16 |
Profitability (%) | 56 | 55.2632 | 56.7568 | 56 | 55.2632 | 56.7568 |
Ratio Avg Win / Avg Loss | 1.2153 | 1.1394 | 1.2132 | 1.0267 | 1.1464 | 0.972 |
Largest Winning Trade | 19800 | 11992 | 19800 | 34403 | 19787 | 34403 |
Largest Losing Trade | -28158 | -5806 | -28158 | -59777 | -8912 | -59777 |
Avg Bars in Trades | 213 | 20 | 411 | 213 | 20 | 411 |
Avg Bars in Winners | 223 | 14 | 432 | 223 | 14 | 432 |
Avg Bars in Losers | 200 | 27 | 383 | 200 | 27 | 383 |
Bars Traded | 15995 | 765 | 15230 | 15995 | 765 | 15230 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -51620 | -162986 | 315737 | -53735 | -93359 | 140877 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 143, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 200, "offset": 0, "scalar": 3 } } }
# | 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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