Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1153963.8792 | 1185671.2935 | -31707.4142 | 332564.788 | 488329.1445 | -155764.3566 |
Total P&L (%) | 1153.9639 | 1185.6713 | -31.7074 | 332.5648 | 488.3291 | -155.7644 |
Avg Daily Profit (%) | 0.531 | 0.5456 | -0.0146 | 0.0674 | 0.0816 | 0 |
Buy And Hold Return (%) | 427.4823 | 427.4823 | 427.4823 | 427.4823 | 427.4823 | 427.4823 |
Max Trade Drawdown | -110794 | -132684 | -60891 | -1134823 | -998116 | -211005 |
Profit Factor | 3.3542 | 4.6649 | 0.8097 | 1.1245 | 1.2487 | 0.7802 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 27 | 13 | 14 | 27 | 13 | 14 |
Losing Trades | 32 | 16 | 16 | 32 | 16 | 16 |
Profitability (%) | 45.7627 | 44.8276 | 46.6667 | 45.7627 | 44.8276 | 46.6667 |
Ratio Avg Win / Avg Loss | 3.9754 | 5.7414 | 0.9254 | 1.3327 | 1.5369 | 0.8917 |
Largest Winning Trade | 930401 | 930401 | 25881 | 1074811 | 1074811 | 127644 |
Largest Losing Trade | -46452 | -41132 | -46452 | -501096 | -501096 | -149606 |
Avg Bars in Trades | 138 | 264 | 16 | 138 | 264 | 16 |
Avg Bars in Winners | 195 | 382 | 21 | 195 | 382 | 21 |
Avg Bars in Losers | 89 | 167 | 11 | 89 | 167 | 11 |
Bars Traded | 8149 | 7662 | 487 | 8149 | 7662 | 487 |
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 | -167245 | 473839 | -581844 | -533450 | -206706 | -581844 |
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 94, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midpoint", "factors": { "length": 94, "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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