Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345475.352 | 302237.5663 | 43237.7857 | -56066.0416 | -59722.1926 | 3656.151 |
Total P&L (%) | 345.4754 | 302.2376 | 43.2378 | -56.066 | -59.7222 | 3.6562 |
Avg Daily Profit (%) | 0.2171 | 0.1899 | 0.0272 | -0.0517 | -0.0571 | 0.0023 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -149635 | -160907 | -72106 | -275675 | -209939 | -137370 |
Profit Factor | 1.3816 | 1.4959 | 1.1462 | 0.9595 | 0.9365 | 1.0083 |
Total Trades | 195 | 97 | 98 | 195 | 97 | 98 |
Winning Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Losing Trades | 98 | 45 | 53 | 98 | 45 | 53 |
Profitability (%) | 49.7436 | 53.6082 | 45.9184 | 49.7436 | 53.6082 | 45.9184 |
Ratio Avg Win / Avg Loss | 1.3959 | 1.2945 | 1.35 | 0.9693 | 0.8105 | 1.1875 |
Largest Winning Trade | 330652 | 330652 | 37116 | 104676 | 104676 | 35430 |
Largest Losing Trade | -62742 | -62742 | -19901 | -102514 | -102514 | -29911 |
Avg Bars in Trades | 92 | 160 | 25 | 92 | 160 | 25 |
Avg Bars in Winners | 97 | 156 | 30 | 97 | 156 | 30 |
Avg Bars in Losers | 87 | 164 | 22 | 87 | 164 | 22 |
Bars Traded | 18054 | 15523 | 2531 | 18054 | 15523 | 2531 |
Profit Streak | 10.6393 | 0 | 21.6393 | 10.6393 | 0 | 21.6393 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357113 | 323566 | -218781 | -579207 | -580605 | -567551 |
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{ "first_band": { "type": "kcl", "factors": { "length": 109, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 172, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 109, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 172, "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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