Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 121722.1836 | 59850.4201 | 61871.7635 | 157217.0008 | 106112.1415 | 51104.8593 |
Total P&L (%) | 121.7222 | 59.8504 | 61.8718 | 157.217 | 106.1121 | 51.1049 |
Avg Daily Profit (%) | 0.4674 | 0.2298 | 0.2376 | 0.3634 | 0.2781 | 0.1586 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -52476 | -6838 | -52572 | -162374 | -19093 | -155938 |
Profit Factor | 1.6273 | 2.1256 | 1.4393 | 1.3091 | 1.7388 | 1.14 |
Total Trades | 153 | 77 | 76 | 153 | 77 | 76 |
Winning Trades | 77 | 45 | 32 | 77 | 45 | 32 |
Losing Trades | 76 | 32 | 44 | 76 | 32 | 44 |
Profitability (%) | 50.3268 | 58.4416 | 42.1053 | 50.3268 | 58.4416 | 42.1053 |
Ratio Avg Win / Avg Loss | 1.6062 | 1.5115 | 1.979 | 1.2921 | 1.2365 | 1.5675 |
Largest Winning Trade | 37997 | 10537 | 37997 | 65497 | 22854 | 65497 |
Largest Losing Trade | -26191 | -5932 | -26191 | -74184 | -18137 | -74184 |
Avg Bars in Trades | 156 | 33 | 281 | 156 | 33 | 281 |
Avg Bars in Winners | 203 | 30 | 446 | 203 | 30 | 446 |
Avg Bars in Losers | 109 | 37 | 161 | 109 | 37 | 161 |
Bars Traded | 23975 | 2568 | 21407 | 23975 | 2568 | 21407 |
Profit Streak | 3.3094 | 7.5386 | 3.3094 | 3.3094 | 7.5386 | 3.3094 |
Trades During Streak | 3 | 2 | 1 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 448535 | -29598 | -45333 | 310642 | -30366 | -114185 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 76, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 213, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 76, "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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