Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -380958.4731 | 74867.2454 | -455825.7185 | 14489748.8542 | 4945500.1049 | 9544248.7494 |
Total P&L (%) | -380.9585 | 74.8672 | -455.8257 | 14489.7489 | 4945.5001 | 9544.2487 |
Avg Daily Profit (%) | -0.2095 | 0.0412 | -0.2507 | 0.2744 | 0.2159 | 0.2516 |
Buy And Hold Return (%) | 700.4609 | 700.4609 | 700.4609 | 700.4609 | 700.4609 | 700.4609 |
Max Trade Drawdown | -644626 | -58840 | -632465 | -2168177 | -535268 | -2250486 |
Profit Factor | 0.5894 | 1.6831 | 0.4429 | 3.6626 | 3.6527 | 3.6678 |
Total Trades | 75 | 38 | 37 | 75 | 38 | 37 |
Winning Trades | 52 | 26 | 26 | 40 | 18 | 22 |
Losing Trades | 23 | 12 | 11 | 35 | 20 | 15 |
Profitability (%) | 69.3333 | 68.4211 | 70.2703 | 53.3333 | 47.3684 | 59.4595 |
Ratio Avg Win / Avg Loss | 0.2607 | 0.7768 | 0.1874 | 3.2048 | 4.0586 | 2.5008 |
Largest Winning Trade | 38438 | 22764 | 38438 | 4442379 | 1679932 | 4442379 |
Largest Losing Trade | -489769 | -58840 | -489769 | -1024378 | -428535 | -1024378 |
Avg Bars in Trades | 119 | 41 | 200 | 119 | 41 | 200 |
Avg Bars in Winners | 74 | 26 | 122 | 105 | 51 | 148 |
Avg Bars in Losers | 221 | 73 | 383 | 135 | 31 | 275 |
Bars Traded | 8960 | 1558 | 7402 | 8960 | 1558 | 7402 |
Profit Streak | 182.3282 | 182.3282 | 223.6615 | 182.3282 | 182.3282 | 223.6615 |
Trades During Streak | 4 | 2 | 6 | 4 | 2 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -637887 | -299907 | -576715 | -43973 | 537882 | 646482 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 21, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 234, "offset": 0, "scalar": 5 } } }
# | 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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