Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -539507.4377 | 28958.8427 | -568466.2805 | 10795562.4002 | 926853.1388 | 9868709.2614 |
Total P&L (%) | -539.5074 | 28.9588 | -568.4663 | 10795.5624 | 926.8531 | 9868.7093 |
Avg Daily Profit (%) | -0.2969 | 0.0159 | -0.3128 | 0.2585 | 0.1282 | 0.2536 |
Buy And Hold Return (%) | 577.0751 | 577.0751 | 577.0751 | 577.0751 | 577.0751 | 577.0751 |
Max Trade Drawdown | -716966 | -49861 | -691256 | -3167160 | -1706603 | -2804444 |
Profit Factor | 0.4937 | 1.2494 | 0.4013 | 2.0206 | 1.293 | 2.331 |
Total Trades | 95 | 48 | 47 | 95 | 48 | 47 |
Winning Trades | 56 | 25 | 31 | 38 | 25 | 13 |
Losing Trades | 39 | 23 | 16 | 57 | 23 | 34 |
Profitability (%) | 58.9474 | 52.0833 | 65.9574 | 40 | 52.0833 | 27.6596 |
Ratio Avg Win / Avg Loss | 0.3438 | 1.1495 | 0.2071 | 3.0308 | 1.1896 | 6.0964 |
Largest Winning Trade | 42568 | 14232 | 42568 | 9035858 | 730621 | 9035858 |
Largest Losing Trade | -511647 | -20824 | -511647 | -1067892 | -916871 | -1067892 |
Avg Bars in Trades | 94 | 17 | 172 | 94 | 17 | 172 |
Avg Bars in Winners | 77 | 14 | 127 | 94 | 18 | 241 |
Avg Bars in Losers | 118 | 20 | 260 | 93 | 16 | 146 |
Bars Traded | 8949 | 834 | 8115 | 8949 | 834 | 8115 |
Profit Streak | 78.7749 | 176.9416 | 0 | 78.7749 | 176.9416 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578807 | -335956 | -578628 | 334780 | -29267 | -5077 |
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{ "first_band": { "type": "midprice", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 127, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 57, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 127, "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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