Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 267113.0671 | 12440.9103 | 254672.1568 | -604140.4731 | -508676.2518 | -95464.2212 |
Total P&L (%) | 267.1131 | 12.4409 | 254.6722 | -604.1405 | -508.6763 | -95.4642 |
Avg Daily Profit (%) | 0.1742 | 0.0081 | 0.1661 | 0 | 0 | -0.2016 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136929 | -72291 | -123568 | -1536027 | -579760 | -1169448 |
Profit Factor | 1.6475 | 1.0707 | 2.0766 | 0.7776 | 0.5079 | 0.9433 |
Total Trades | 115 | 58 | 57 | 115 | 58 | 57 |
Winning Trades | 75 | 30 | 45 | 58 | 24 | 34 |
Losing Trades | 40 | 28 | 12 | 57 | 34 | 23 |
Profitability (%) | 65.2174 | 51.7241 | 78.9474 | 50.4348 | 41.3793 | 59.6491 |
Ratio Avg Win / Avg Loss | 0.8787 | 0.9993 | 0.5538 | 0.7642 | 0.7196 | 0.6381 |
Largest Winning Trade | 36230 | 23378 | 36230 | 149215 | 80835 | 149215 |
Largest Losing Trade | -123568 | -28583 | -123568 | -900833 | -294947 | -900833 |
Avg Bars in Trades | 38 | 15 | 61 | 38 | 15 | 61 |
Avg Bars in Winners | 28 | 9 | 40 | 36 | 11 | 53 |
Avg Bars in Losers | 57 | 21 | 139 | 40 | 18 | 73 |
Bars Traded | 4412 | 907 | 3505 | 4412 | 907 | 3505 |
Profit Streak | 14.3106 | 127.6439 | 0 | 0 | 0 | 110.6439 |
Trades During Streak | 1 | 4 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 382115 | -594428 | -167801 | -580416 | -763908 | -759020 |
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{ "first_band": { "type": "midprice", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 61, "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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