Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 97087.4523 | 46727.4788 | 50359.9736 | 112322.8682 | 65679.9009 | 46642.9673 |
Total P&L (%) | 97.0875 | 46.7275 | 50.36 | 112.3229 | 65.6799 | 46.643 |
Avg Daily Profit (%) | 0.3728 | 0.1794 | 0.1934 | 0.2895 | 0.1941 | 0.1471 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36772 | -30700 | -27135 | -87728 | -51978 | -63727 |
Profit Factor | 1.3328 | 1.318 | 1.3477 | 1.2196 | 1.2582 | 1.1815 |
Total Trades | 224 | 112 | 112 | 224 | 112 | 112 |
Winning Trades | 102 | 54 | 48 | 102 | 54 | 48 |
Losing Trades | 122 | 58 | 64 | 122 | 58 | 64 |
Profitability (%) | 45.5357 | 48.2143 | 42.8571 | 45.5357 | 48.2143 | 42.8571 |
Ratio Avg Win / Avg Loss | 1.5941 | 1.4157 | 1.797 | 1.4588 | 1.3514 | 1.5753 |
Largest Winning Trade | 18650 | 18650 | 17102 | 36265 | 25592 | 36265 |
Largest Losing Trade | -11225 | -9680 | -11225 | -26209 | -24487 | -26209 |
Avg Bars in Trades | 108 | 66 | 151 | 108 | 66 | 151 |
Avg Bars in Winners | 142 | 72 | 220 | 142 | 72 | 220 |
Avg Bars in Losers | 80 | 60 | 99 | 80 | 60 | 99 |
Bars Traded | 24391 | 7436 | 16955 | 24391 | 7436 | 16955 |
Profit Streak | 6.1094 | 13.3281 | 6.1094 | 6.1094 | 13.3281 | 6.1094 |
Trades During Streak | 3 | 6 | 1 | 3 | 6 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 364258 | 190793 | 144288 | 273746 | 230234 | -21818 |
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{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 75, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "midprice", "factors": { "length": 235, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 75, "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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