Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 306759.3973 | 226859.4356 | 79899.9617 | 302443.3595 | 159473.5655 | 142969.794 |
Total P&L (%) | 306.7594 | 226.8594 | 79.9 | 302.4434 | 159.4736 | 142.9698 |
Avg Daily Profit (%) | 0.246 | 0.1819 | 0.0641 | 0.1117 | 0.0765 | 0.0712 |
Buy And Hold Return (%) | 19.0689 | 19.0689 | 19.0689 | 19.0689 | 19.0689 | 19.0689 |
Max Trade Drawdown | -104156 | -86315 | -42275 | -86764 | -96762 | -34457 |
Profit Factor | 1.6348 | 1.731 | 1.4621 | 1.6462 | 1.4986 | 1.9649 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 62 | 32 | 30 | 62 | 32 | 30 |
Losing Trades | 41 | 19 | 22 | 41 | 19 | 22 |
Profitability (%) | 60.1942 | 62.7451 | 57.6923 | 60.1942 | 62.7451 | 57.6923 |
Ratio Avg Win / Avg Loss | 1.0811 | 1.0278 | 1.0722 | 1.0886 | 0.8898 | 1.4409 |
Largest Winning Trade | 60515 | 60515 | 20253 | 82541 | 82541 | 50481 |
Largest Losing Trade | -46550 | -46550 | -24340 | -82129 | -82129 | -23266 |
Avg Bars in Trades | 131 | 228 | 37 | 131 | 228 | 37 |
Avg Bars in Winners | 106 | 162 | 46 | 106 | 162 | 46 |
Avg Bars in Losers | 170 | 338 | 25 | 170 | 338 | 25 |
Bars Traded | 13572 | 11636 | 1936 | 13572 | 11636 | 1936 |
Profit Streak | 88.7166 | 89.2999 | 88.7166 | 88.7166 | 89.2999 | 88.7166 |
Trades During Streak | 6 | 3 | 3 | 6 | 3 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 471079 | -167405 | -286054 | -38760 | -268234 | -272930 |
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{ "first_band": { "type": "kcl", "factors": { "length": 95, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 230, "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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