Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 22802.0214 | -15700.3936 | 38502.415 | 19870.1713 | -21017.1411 | 40887.3124 |
Total P&L (%) | 22.802 | -15.7004 | 38.5024 | 19.8702 | -21.0171 | 40.8873 |
Avg Daily Profit (%) | 0.1614 | -0.1111 | 0.2725 | 0.1283 | -0.1668 | 0.2429 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -17273 | -26407 | -11929 | -22726 | -32312 | -16321 |
Profit Factor | 1.2663 | 0.6451 | 1.93 | 1.1893 | 0.6054 | 1.7905 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 43 | 19 | 24 | 43 | 19 | 24 |
Losing Trades | 34 | 20 | 14 | 34 | 20 | 14 |
Profitability (%) | 55.8442 | 48.7179 | 63.1579 | 55.8442 | 48.7179 | 63.1579 |
Ratio Avg Win / Avg Loss | 1.0012 | 0.6791 | 1.1259 | 0.9403 | 0.6373 | 1.0445 |
Largest Winning Trade | 8198 | 6377 | 8198 | 8851 | 6377 | 8851 |
Largest Losing Trade | -11929 | -9022 | -11929 | -16321 | -11658 | -16321 |
Avg Bars in Trades | 81 | 49 | 113 | 81 | 49 | 113 |
Avg Bars in Winners | 70 | 43 | 92 | 70 | 43 | 92 |
Avg Bars in Losers | 95 | 55 | 151 | 95 | 55 | 151 |
Bars Traded | 6279 | 1948 | 4331 | 6279 | 1948 | 4331 |
Profit Streak | 392.9368 | 393.166 | 0 | 392.9368 | 393.166 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -44282 | -582443 | 301834 | -89097 | -582443 | 290665 |
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{ "first_band": { "type": "midprice", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 131, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 195, "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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