Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 89943.0247 | 26451.5662 | 63491.4585 | -57935.255 | 16322.6402 | -74257.8951 |
Total P&L (%) | 89.943 | 26.4516 | 63.4915 | -57.9353 | 16.3226 | -74.2579 |
Avg Daily Profit (%) | 0.1727 | 0.0508 | 0.1219 | -0.1661 | 0.029 | -0.2602 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97672 | -9617 | -99400 | -173285 | -6992 | -175276 |
Profit Factor | 1.4306 | 1.7816 | 1.3627 | 0.7722 | 1.6868 | 0.678 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 70 | 34 | 36 | 70 | 34 | 36 |
Losing Trades | 42 | 22 | 20 | 42 | 22 | 20 |
Profitability (%) | 62.5 | 60.7143 | 64.2857 | 62.5 | 60.7143 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.8584 | 1.1528 | 0.7571 | 0.4633 | 1.0915 | 0.3766 |
Largest Winning Trade | 21734 | 6248 | 21734 | 18088 | 5987 | 18088 |
Largest Losing Trade | -91690 | -7960 | -91690 | -156630 | -6405 | -156630 |
Avg Bars in Trades | 185 | 16 | 354 | 185 | 16 | 354 |
Avg Bars in Winners | 151 | 13 | 282 | 151 | 13 | 282 |
Avg Bars in Losers | 242 | 21 | 485 | 242 | 21 | 485 |
Bars Traded | 20811 | 939 | 19872 | 20811 | 939 | 19872 |
Profit Streak | 84.4662 | 84.4662 | 92.1537 | 84.4662 | 84.4662 | 92.1537 |
Trades During Streak | 6 | 3 | 4 | 6 | 3 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 340240 | -303842 | -209271 | -577929 | -338942 | -758148 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 58, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 150, "offset": 0, "scalar": 4 } } }
# | 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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