Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 297619.3557 | 34559.5092 | 263059.8465 | 508021.7201 | 100235.8604 | 407785.8598 |
Total P&L (%) | 297.6194 | 34.5595 | 263.0598 | 508.0217 | 100.2359 | 407.7859 |
Avg Daily Profit (%) | 0.1956 | 0.0227 | 0.1729 | 0.1187 | 0.0456 | 0.1068 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -65275 | -43252 | -65275 | -141280 | -111652 | -141280 |
Profit Factor | 2.1818 | 1.3471 | 2.7277 | 1.7323 | 1.3921 | 1.9309 |
Total Trades | 69 | 35 | 34 | 69 | 35 | 34 |
Winning Trades | 46 | 20 | 26 | 46 | 20 | 26 |
Losing Trades | 23 | 15 | 8 | 23 | 15 | 8 |
Profitability (%) | 66.6667 | 57.1429 | 76.4706 | 66.6667 | 57.1429 | 76.4706 |
Ratio Avg Win / Avg Loss | 1.0909 | 1.0103 | 0.8393 | 0.8662 | 1.0441 | 0.5941 |
Largest Winning Trade | 67764 | 29515 | 67764 | 87343 | 65982 | 87343 |
Largest Losing Trade | -65275 | -28018 | -65275 | -141280 | -81525 | -141280 |
Avg Bars in Trades | 116 | 14 | 221 | 116 | 14 | 221 |
Avg Bars in Winners | 113 | 14 | 190 | 113 | 14 | 190 |
Avg Bars in Losers | 121 | 15 | 321 | 121 | 15 | 321 |
Bars Traded | 8037 | 523 | 7514 | 8037 | 523 | 7514 |
Profit Streak | 154.5562 | 182.0562 | 154.5562 | 154.5562 | 182.0562 | 154.5562 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -91803 | -162279 | 510988 | -136053 | -128728 | -45085 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 134, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 154, "offset": 0, "scalar": 2 } } }
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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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