Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 80671.5372 | 29430.2228 | 51241.3144 | 36193.3041 | 32910.1016 | 3283.2025 |
Total P&L (%) | 80.6715 | 29.4302 | 51.2413 | 36.1933 | 32.9101 | 3.2832 |
Avg Daily Profit (%) | 0.1578 | 0.0576 | 0.1002 | 0.0604 | 0.0557 | 0.0063 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -69000 | -19786 | -70770 | -163440 | -29647 | -168545 |
Profit Factor | 1.319 | 1.437 | 1.2762 | 1.0856 | 1.3271 | 1.0102 |
Total Trades | 179 | 90 | 89 | 179 | 90 | 89 |
Winning Trades | 109 | 49 | 60 | 109 | 49 | 60 |
Losing Trades | 70 | 41 | 29 | 70 | 41 | 29 |
Profitability (%) | 60.8939 | 54.4444 | 67.4157 | 60.8939 | 54.4444 | 67.4157 |
Ratio Avg Win / Avg Loss | 0.8471 | 1.2024 | 0.6168 | 0.6972 | 1.1105 | 0.4883 |
Largest Winning Trade | 13652 | 11302 | 13652 | 21576 | 14017 | 21576 |
Largest Losing Trade | -56596 | -17824 | -56596 | -141455 | -26814 | -141455 |
Avg Bars in Trades | 129 | 21 | 238 | 129 | 21 | 238 |
Avg Bars in Winners | 101 | 18 | 169 | 101 | 18 | 169 |
Avg Bars in Losers | 173 | 25 | 381 | 173 | 25 | 381 |
Bars Traded | 23179 | 1955 | 21224 | 23179 | 1955 | 21224 |
Profit Streak | 49.0624 | 49.0624 | 49.3749 | 49.0624 | 49.0624 | 49.3749 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325061 | -117371 | -59553 | -239564 | -120268 | -558531 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 64, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 3 } } }
# | 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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