Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 156781.1737 | -29246.8828 | 186028.0565 | 167765.8723 | -44056.665 | 211822.5374 |
Total P&L (%) | 156.7812 | -29.2469 | 186.0281 | 167.7659 | -44.0567 | 211.8225 |
Avg Daily Profit (%) | 0.1508 | -0.0281 | 0.1789 | 0.0948 | -0.0559 | 0.1094 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -35228 | -69784 | -23357 | -47351 | -107079 | -27078 |
Profit Factor | 1.5619 | 0.8198 | 2.5938 | 1.5201 | 0.782 | 2.7592 |
Total Trades | 150 | 75 | 75 | 150 | 75 | 75 |
Winning Trades | 115 | 51 | 64 | 115 | 51 | 64 |
Losing Trades | 35 | 24 | 11 | 35 | 24 | 11 |
Profitability (%) | 76.6667 | 68 | 85.3333 | 76.6667 | 68 | 85.3333 |
Ratio Avg Win / Avg Loss | 0.4753 | 0.3858 | 0.4458 | 0.4627 | 0.368 | 0.4742 |
Largest Winning Trade | 14123 | 11621 | 14123 | 21595 | 14269 | 21595 |
Largest Losing Trade | -50026 | -35228 | -50026 | -50026 | -47351 | -50026 |
Avg Bars in Trades | 40 | 19 | 61 | 40 | 19 | 61 |
Avg Bars in Winners | 22 | 6 | 35 | 22 | 6 | 35 |
Avg Bars in Losers | 97 | 46 | 209 | 97 | 46 | 209 |
Bars Traded | 6022 | 1436 | 4586 | 6022 | 1436 | 4586 |
Profit Streak | 4.8673 | 5.034 | 0 | 4.8673 | 5.034 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 433913 | -634130 | -42663 | -61833 | -634130 | -96662 |
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ohlc4", "factors": { "length": 0, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 186, "offset": 0, "scalar": 4 } } }
# | 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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