Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 147854.1165 | 77641.5116 | 70212.6049 | 248105.8998 | 169694.598 | 78411.3019 |
Total P&L (%) | 147.8541 | 77.6415 | 70.2126 | 248.1059 | 169.6946 | 78.4113 |
Avg Daily Profit (%) | 0.5678 | 0.2981 | 0.2696 | 0.4801 | 0.3817 | 0.2226 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -41857 | -15819 | -46076 | -150293 | -34869 | -159070 |
Profit Factor | 1.5944 | 1.8471 | 1.447 | 1.351 | 1.6697 | 1.1729 |
Total Trades | 203 | 102 | 101 | 203 | 102 | 101 |
Winning Trades | 110 | 60 | 50 | 110 | 60 | 50 |
Losing Trades | 93 | 42 | 51 | 93 | 42 | 51 |
Profitability (%) | 54.1872 | 58.8235 | 49.505 | 54.1872 | 58.8235 | 49.505 |
Ratio Avg Win / Avg Loss | 1.348 | 1.293 | 1.4759 | 1.1422 | 1.1688 | 1.1964 |
Largest Winning Trade | 21672 | 11481 | 21672 | 50162 | 33408 | 50162 |
Largest Losing Trade | -16105 | -9018 | -16105 | -50920 | -22591 | -50920 |
Avg Bars in Trades | 120 | 40 | 201 | 120 | 40 | 201 |
Avg Bars in Winners | 144 | 40 | 269 | 144 | 40 | 269 |
Avg Bars in Losers | 91 | 39 | 133 | 91 | 39 | 133 |
Bars Traded | 24419 | 4102 | 20317 | 24419 | 4102 | 20317 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462859 | 371515 | 263697 | 382357 | 384900 | -24348 |
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{ "first_band": { "type": "midprice", "factors": { "length": 219, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 91, "offset": 28, "scalar": 3 } } }
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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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