Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 670762.9999 | 651609.2073 | 19153.7926 | 765914.7262 | 1130545.1076 | -364630.3814 |
Total P&L (%) | 670.763 | 651.6092 | 19.1538 | 765.9147 | 1130.5451 | -364.6304 |
Avg Daily Profit (%) | 0.3089 | 0.3001 | 0.0088 | 0.0995 | 0.1157 | 0 |
Buy And Hold Return (%) | 192.6245 | 192.6245 | 192.6245 | 192.6245 | 192.6245 | 192.6245 |
Max Trade Drawdown | -153287 | -156233 | -78703 | -2439677 | -2263906 | -1799833 |
Profit Factor | 1.7428 | 2.2364 | 1.0509 | 1.0633 | 1.1479 | 0.9181 |
Total Trades | 185 | 92 | 93 | 185 | 92 | 93 |
Winning Trades | 108 | 55 | 53 | 108 | 55 | 53 |
Losing Trades | 77 | 37 | 40 | 77 | 37 | 40 |
Profitability (%) | 58.3784 | 59.7826 | 56.9892 | 58.3784 | 59.7826 | 56.9892 |
Ratio Avg Win / Avg Loss | 1.2425 | 1.5045 | 0.7932 | 0.7581 | 0.7723 | 0.6929 |
Largest Winning Trade | 164362 | 164362 | 22562 | 1252971 | 1252971 | 426052 |
Largest Losing Trade | -66313 | -66313 | -27774 | -1616477 | -1616477 | -564496 |
Avg Bars in Trades | 31 | 53 | 10 | 31 | 53 | 10 |
Avg Bars in Winners | 23 | 34 | 11 | 23 | 34 | 11 |
Avg Bars in Losers | 43 | 81 | 8 | 43 | 81 | 8 |
Bars Traded | 5906 | 4933 | 973 | 5906 | 4933 | 973 |
Profit Streak | 21.1694 | 21.1694 | 78.1694 | 21.1694 | 21.1694 | 78.1694 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 432055 | 428040 | -510738 | -211029 | -96867 | -578530 |
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{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 192, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 15, "offset": 192, "scalar": 1 } }, "second_band": { "type": "midprice", "factors": { "length": 47, "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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