Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 416007.6011 | 324411.8325 | 91595.7686 | 286072.8553 | 66054.2206 | 220018.6347 |
Total P&L (%) | 416.0076 | 324.4118 | 91.5958 | 286.0729 | 66.0542 | 220.0186 |
Avg Daily Profit (%) | 0.1997 | 0.1557 | 0.044 | 0.0649 | 0.0243 | 0.0559 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -83005 | -86962 | -63314 | -405490 | -459827 | -210316 |
Profit Factor | 1.5955 | 1.6971 | 1.3928 | 1.0929 | 1.0307 | 1.2371 |
Total Trades | 183 | 91 | 92 | 183 | 91 | 92 |
Winning Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Losing Trades | 98 | 48 | 50 | 98 | 48 | 50 |
Profitability (%) | 46.4481 | 47.2527 | 45.6522 | 46.4481 | 47.2527 | 45.6522 |
Ratio Avg Win / Avg Loss | 1.8395 | 1.8944 | 1.6581 | 1.2601 | 1.1506 | 1.4727 |
Largest Winning Trade | 215497 | 215497 | 43379 | 293276 | 293276 | 103700 |
Largest Losing Trade | -28974 | -28974 | -22340 | -159154 | -159154 | -57954 |
Avg Bars in Trades | 132 | 232 | 34 | 132 | 232 | 34 |
Avg Bars in Winners | 181 | 311 | 48 | 181 | 311 | 48 |
Avg Bars in Losers | 90 | 161 | 22 | 90 | 161 | 22 |
Bars Traded | 24313 | 21155 | 3158 | 24313 | 21155 | 3158 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 367061 | 326835 | -134422 | -225031 | -348715 | -120639 |
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{ "first_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 154, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 154, "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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