Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103290.9118 | 41231.637 | 62059.2747 | 107202.7039 | 100653.1195 | 6549.5844 |
Total P&L (%) | 103.2909 | 41.2316 | 62.0593 | 107.2027 | 100.6531 | 6.5496 |
Avg Daily Profit (%) | 0.3966 | 0.1583 | 0.2383 | 0.2801 | 0.2678 | 0.0244 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -59986 | -8444 | -56684 | -199541 | -28029 | -213811 |
Profit Factor | 1.4172 | 1.7044 | 1.3283 | 1.1533 | 1.6705 | 1.0119 |
Total Trades | 199 | 100 | 99 | 199 | 100 | 99 |
Winning Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Losing Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Profitability (%) | 59.799 | 60 | 59.596 | 59.799 | 60 | 59.596 |
Ratio Avg Win / Avg Loss | 0.9528 | 1.1362 | 0.9006 | 0.7753 | 1.1137 | 0.6861 |
Largest Winning Trade | 18262 | 15836 | 18262 | 48495 | 48495 | 35823 |
Largest Losing Trade | -36202 | -6292 | -36202 | -132269 | -15488 | -132269 |
Avg Bars in Trades | 117 | 27 | 207 | 117 | 27 | 207 |
Avg Bars in Winners | 109 | 24 | 196 | 109 | 24 | 196 |
Avg Bars in Losers | 128 | 33 | 224 | 128 | 33 | 224 |
Bars Traded | 23338 | 2798 | 20540 | 23338 | 2798 | 20540 |
Profit Streak | 10.4952 | 12.464 | 10.4952 | 10.4952 | 12.464 | 10.4952 |
Trades During Streak | 3 | 4 | 1 | 3 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 391927 | 314288 | 223904 | -42782 | 421669 | -534961 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 170, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 223, "offset": 0, "scalar": 2 } } }
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# | 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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