Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1837560.6647 | 1768878.4141 | 68682.2506 | 117088.0861 | 494361.7606 | -377273.6745 |
Total P&L (%) | 1837.5607 | 1768.8784 | 68.6823 | 117.0881 | 494.3618 | -377.2737 |
Avg Daily Profit (%) | 1.0211 | 0.9829 | 0.0382 | 0.0431 | 0.0991 | 0 |
Buy And Hold Return (%) | 251.6919 | 251.6919 | 251.6919 | 251.6919 | 251.6919 | 251.6919 |
Max Trade Drawdown | -186961 | -195251 | -29938 | -3071240 | -2662066 | -686085 |
Profit Factor | 4.5289 | 5.1351 | 1.739 | 1.0266 | 1.1431 | 0.602 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Losing Trades | 43 | 21 | 22 | 43 | 21 | 22 |
Profitability (%) | 46.9136 | 47.5 | 46.3415 | 46.9136 | 47.5 | 46.3415 |
Ratio Avg Win / Avg Loss | 5.1248 | 5.6756 | 2.0136 | 1.1617 | 1.2634 | 0.6971 |
Largest Winning Trade | 1866196 | 1866196 | 24557 | 1682103 | 1682103 | 101772 |
Largest Losing Trade | -75305 | -75305 | -12883 | -1350053 | -1350053 | -311978 |
Avg Bars in Trades | 113 | 198 | 30 | 113 | 198 | 30 |
Avg Bars in Winners | 120 | 197 | 43 | 120 | 197 | 43 |
Avg Bars in Losers | 107 | 200 | 19 | 107 | 200 | 19 |
Bars Traded | 9203 | 7952 | 1251 | 9203 | 7952 | 1251 |
Profit Streak | 74.4541 | 0 | 151.2874 | 74.4541 | 0 | 151.2874 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 139946 | 729887 | -305214 | -509336 | -131887 | -581590 |
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{ "first_band": { "type": "kcl", "factors": { "length": 245, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 231, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 245, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 231, "offset": 0 } } }
# | 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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