Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 3274586.3072 | 3477814.3006 | -203227.9934 | -89171.9988 | 696111.8746 | -785283.8734 |
Total P&L (%) | 3274.5863 | 3477.8143 | -203.228 | -89.172 | 696.1119 | -785.2839 |
Avg Daily Profit (%) | 1.4518 | 1.5419 | -0.0901 | -0.0985 | 0.092 | 0 |
Buy And Hold Return (%) | 350.0482 | 350.0482 | 350.0482 | 350.0482 | 350.0482 | 350.0482 |
Max Trade Drawdown | -380218 | -202288 | -199932 | -1468555 | -695165 | -782774 |
Profit Factor | 5.7633 | 9.5817 | 0.2798 | 0.9566 | 1.656 | 0.2101 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Losing Trades | 59 | 27 | 32 | 59 | 27 | 32 |
Profitability (%) | 28.0488 | 34.1463 | 21.9512 | 28.0488 | 34.1463 | 21.9512 |
Ratio Avg Win / Avg Loss | 14.7841 | 18.4789 | 0.995 | 2.4539 | 3.1937 | 0.747 |
Largest Winning Trade | 3742168 | 3742168 | 41901 | 1440879 | 1440879 | 171326 |
Largest Losing Trade | -41469 | -41469 | -34832 | -429516 | -272377 | -429516 |
Avg Bars in Trades | 51 | 85 | 16 | 51 | 85 | 16 |
Avg Bars in Winners | 108 | 161 | 25 | 108 | 161 | 25 |
Avg Bars in Losers | 28 | 45 | 14 | 28 | 45 | 14 |
Bars Traded | 4189 | 3497 | 692 | 4189 | 3497 | 692 |
Profit Streak | 0 | 98.2905 | 0 | 0 | 98.2905 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -3068 | 603668 | -623716 | -603155 | -79093 | -623716 |
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{ "first_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 36, "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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