Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267593.0595 | 30509.1955 | 237083.864 | 647880.2068 | -42189.5054 | 690069.7122 |
Total P&L (%) | 267.5931 | 30.5092 | 237.0839 | 647.8802 | -42.1895 | 690.0697 |
Avg Daily Profit (%) | 0.1808 | 0.0206 | 0.1602 | 0.136 | -0.037 | 0.1397 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -50617 | -61513 | -45441 | -271811 | -346109 | -207437 |
Profit Factor | 2.5072 | 1.267 | 4.7479 | 1.8368 | 0.916 | 3.5372 |
Total Trades | 59 | 30 | 29 | 59 | 30 | 29 |
Winning Trades | 45 | 21 | 24 | 45 | 21 | 24 |
Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
Profitability (%) | 76.2712 | 70 | 82.7586 | 76.2712 | 70 | 82.7586 |
Ratio Avg Win / Avg Loss | 0.78 | 0.543 | 0.9892 | 0.5714 | 0.3926 | 0.7369 |
Largest Winning Trade | 26017 | 22000 | 26017 | 87177 | 73594 | 87177 |
Largest Losing Trade | -50617 | -50617 | -35136 | -270899 | -270899 | -170610 |
Avg Bars in Trades | 66 | 44 | 88 | 66 | 44 | 88 |
Avg Bars in Winners | 33 | 29 | 36 | 33 | 29 | 36 |
Avg Bars in Losers | 172 | 80 | 337 | 172 | 80 | 337 |
Bars Traded | 3903 | 1345 | 2559 | 3903 | 1345 | 2559 |
Profit Streak | 103.3016 | 103.3016 | 240.3016 | 103.3016 | 103.3016 | 240.3016 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165242 | -166673 | 635861 | -185031 | -577274 | 122573 |
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{ "first_band": { "type": "midprice", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 12, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "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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