Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 12861992.7226 | 13005974.2615 | -143981.5389 | 262142.786 | 894623.984 | -632481.1981 |
Total P&L (%) | 12861.9927 | 13005.9743 | -143.9815 | 262.1428 | 894.624 | -632.4812 |
Avg Daily Profit (%) | 5.7017 | 5.7655 | -0.0638 | 0.0571 | 0.1019 | 0 |
Buy And Hold Return (%) | 7011.5085 | 7011.5085 | 7011.5085 | 7011.5085 | 7011.5085 | 7011.5085 |
Max Trade Drawdown | -215364 | -159381 | -146069 | -2996711 | -2389281 | -1198144 |
Profit Factor | 16.9757 | 27.6423 | 0.5457 | 1.0411 | 1.2071 | 0.6927 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 54 | 26 | 28 | 54 | 26 | 28 |
Losing Trades | 84 | 43 | 41 | 84 | 43 | 41 |
Profitability (%) | 39.1304 | 37.6812 | 40.5797 | 39.1304 | 37.6812 | 40.5797 |
Ratio Avg Win / Avg Loss | 26.4066 | 45.7162 | 0.7991 | 1.6195 | 1.9964 | 1.0143 |
Largest Winning Trade | 12954774 | 12954774 | 24384 | 3112744 | 3112744 | 531924 |
Largest Losing Trade | -46821 | -46821 | -29386 | -1499183 | -1499183 | -751191 |
Avg Bars in Trades | 94 | 141 | 46 | 94 | 141 | 46 |
Avg Bars in Winners | 130 | 211 | 55 | 130 | 211 | 55 |
Avg Bars in Losers | 70 | 99 | 40 | 70 | 99 | 40 |
Bars Traded | 12981 | 9785 | 3196 | 12981 | 9785 | 3196 |
Profit Streak | 0 | 77.8461 | 0 | 0 | 77.8461 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 454233 | -89574 | -686399 | -460563 | -327883 | -684732 |
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{ "first_band": { "type": "kcl", "factors": { "length": 187, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 131, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 187, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 131, "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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