Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 406140.5471 | 400897.8389 | 5242.7082 | -47862.1914 | -19417.2924 | -28444.8991 |
Total P&L (%) | 406.1405 | 400.8978 | 5.2427 | -47.8622 | -19.4173 | -28.4449 |
Avg Daily Profit (%) | 0.2158 | 0.213 | 0.0028 | -0.0346 | -0.0115 | -0.0178 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -150348 | -112038 | -79695 | -354655 | -296691 | -104771 |
Profit Factor | 1.3648 | 1.5471 | 1.0138 | 0.9597 | 0.9769 | 0.9179 |
Total Trades | 229 | 114 | 115 | 229 | 114 | 115 |
Winning Trades | 103 | 49 | 54 | 103 | 49 | 54 |
Losing Trades | 126 | 65 | 61 | 126 | 65 | 61 |
Profitability (%) | 44.9782 | 42.9825 | 46.9565 | 44.9782 | 42.9825 | 46.9565 |
Ratio Avg Win / Avg Loss | 1.6696 | 2.0523 | 1.1452 | 1.174 | 1.2959 | 1.0369 |
Largest Winning Trade | 258940 | 258940 | 22809 | 251994 | 251994 | 38557 |
Largest Losing Trade | -54167 | -54167 | -26668 | -182657 | -182657 | -68488 |
Avg Bars in Trades | 95 | 154 | 36 | 95 | 154 | 36 |
Avg Bars in Winners | 104 | 171 | 42 | 104 | 171 | 42 |
Avg Bars in Losers | 87 | 141 | 31 | 87 | 141 | 31 |
Bars Traded | 21795 | 17596 | 4199 | 21795 | 17596 | 4199 |
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 | 309338 | 268458 | -561670 | -579865 | -582091 | -580543 |
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{ "first_band": { "type": "kcl", "factors": { "length": 196, "offset": 0, "scalar": 1 } }, "second_band": { "type": "midpoint", "factors": { "length": 191, "offset": 0 } } }
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# | 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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