Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1945898.8364 | 24203.0081 | -1970101.8446 | -95982.6715 | 27303290.7732 | -27399273.4447 |
Total P&L (%) | -1945.8988 | 24.203 | -1970.1018 | -95.9827 | 27303.2908 | -27399.2734 |
Avg Daily Profit (%) | -0.9344 | 0.0116 | -0.946 | -0.1542 | 0.2699 | 0 |
Buy And Hold Return (%) | 86.1598 | 86.1598 | 86.1598 | 86.1598 | 86.1598 | 86.1598 |
Max Trade Drawdown | -2176681 | -147597 | -2139386 | -53311401 | -5682685 | -59617033 |
Profit Factor | 0.3615 | 1.0589 | 0.2528 | 0.9989 | 2.2181 | 0.5892 |
Total Trades | 201 | 101 | 100 | 201 | 101 | 100 |
Winning Trades | 123 | 58 | 65 | 103 | 53 | 50 |
Losing Trades | 78 | 43 | 35 | 98 | 48 | 50 |
Profitability (%) | 61.194 | 57.4257 | 65 | 51.2438 | 52.4752 | 50 |
Ratio Avg Win / Avg Loss | 0.2292 | 0.785 | 0.1361 | 0.9504 | 2.0088 | 0.5892 |
Largest Winning Trade | 66521 | 66521 | 29627 | 21784718 | 21784718 | 19797067 |
Largest Losing Trade | -1730189 | -62675 | -1730189 | -32744063 | -4646655 | -32744063 |
Avg Bars in Trades | 121 | 64 | 179 | 121 | 64 | 179 |
Avg Bars in Winners | 75 | 35 | 111 | 114 | 67 | 163 |
Avg Bars in Losers | 193 | 103 | 304 | 129 | 61 | 194 |
Bars Traded | 24423 | 6522 | 17901 | 24423 | 6522 | 17901 |
Profit Streak | 0 | 0 | 51.3828 | 0 | 0 | 51.3828 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578274 | -499814 | -578557 | -579564 | 464117 | -580501 |
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midpoint", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 196, "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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