Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 67113.1122 | 28751.5277 | 38361.5844 | -4122.1173 | 11002.2674 | -15124.3846 |
Total P&L (%) | 67.1131 | 28.7515 | 38.3616 | -4.1221 | 11.0023 | -15.1244 |
Avg Daily Profit (%) | 0.2577 | 0.1104 | 0.1473 | -0.0162 | 0.0401 | -0.0629 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -109195 | -30973 | -91070 | -219527 | -68418 | -177379 |
Profit Factor | 1.2673 | 1.3105 | 1.2421 | 0.9907 | 1.0713 | 0.9472 |
Total Trades | 192 | 96 | 96 | 192 | 96 | 96 |
Winning Trades | 122 | 56 | 66 | 122 | 56 | 66 |
Losing Trades | 70 | 40 | 30 | 70 | 40 | 30 |
Profitability (%) | 63.5417 | 58.3333 | 68.75 | 63.5417 | 58.3333 | 68.75 |
Ratio Avg Win / Avg Loss | 0.7272 | 0.9361 | 0.5646 | 0.5684 | 0.7652 | 0.4306 |
Largest Winning Trade | 16005 | 7732 | 16005 | 26048 | 14647 | 26048 |
Largest Losing Trade | -72181 | -12199 | -72181 | -133054 | -25470 | -133054 |
Avg Bars in Trades | 128 | 84 | 172 | 128 | 84 | 172 |
Avg Bars in Winners | 82 | 51 | 108 | 82 | 51 | 108 |
Avg Bars in Losers | 208 | 130 | 312 | 208 | 130 | 312 |
Bars Traded | 24629 | 8092 | 16537 | 24629 | 8092 | 16537 |
Profit Streak | 6.4281 | 6.5114 | 6.4281 | 6.4281 | 6.5114 | 6.4281 |
Trades During Streak | 10 | 5 | 5 | 10 | 5 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 333323 | -49268 | 72071 | -577658 | -416687 | -578074 |
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{ "first_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 56, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 2 } } }
# | 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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