Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 162928.4659 | 84116.6464 | 78811.8195 | 79909.5806 | 158467.3041 | -78557.7234 |
Total P&L (%) | 162.9285 | 84.1166 | 78.8118 | 79.9096 | 158.4673 | -78.5577 |
Avg Daily Profit (%) | 0.3128 | 0.1615 | 0.1513 | 0.1128 | 0.1825 | -0.2952 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89629 | -28628 | -89643 | -298792 | -34608 | -296975 |
Profit Factor | 1.4934 | 1.8124 | 1.3477 | 1.1181 | 2.0546 | 0.8507 |
Total Trades | 202 | 101 | 101 | 202 | 101 | 101 |
Winning Trades | 127 | 64 | 63 | 127 | 64 | 63 |
Losing Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Profitability (%) | 62.8713 | 63.3663 | 62.3762 | 62.8713 | 63.3663 | 62.3762 |
Ratio Avg Win / Avg Loss | 0.8819 | 1.0478 | 0.8129 | 0.6603 | 1.1878 | 0.5131 |
Largest Winning Trade | 17769 | 12480 | 17769 | 36311 | 32514 | 36311 |
Largest Losing Trade | -78302 | -18138 | -78302 | -287292 | -22970 | -287292 |
Avg Bars in Trades | 112 | 43 | 181 | 112 | 43 | 181 |
Avg Bars in Winners | 86 | 34 | 139 | 86 | 34 | 139 |
Avg Bars in Losers | 156 | 60 | 251 | 156 | 60 | 251 |
Bars Traded | 22779 | 4443 | 18336 | 22779 | 4443 | 18336 |
Profit Streak | 0 | 0 | 42.3748 | 0 | 0 | 42.3748 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 372300 | 377931 | 275448 | -132452 | 401208 | -579040 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 151, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 242, "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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