Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1277186.8054 | 1245969.6821 | 31217.1233 | 89778.9657 | 61265.6892 | 28513.2765 |
Total P&L (%) | 1277.1868 | 1245.9697 | 31.2171 | 89.779 | 61.2657 | 28.5133 |
Avg Daily Profit (%) | 0.6699 | 0.6535 | 0.0164 | 0.0336 | 0.0251 | 0.0132 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -141129 | -160595 | -42857 | -987407 | -978837 | -300152 |
Profit Factor | 3.1036 | 4.2661 | 1.1383 | 1.0343 | 1.0369 | 1.0297 |
Total Trades | 116 | 58 | 58 | 116 | 58 | 58 |
Winning Trades | 38 | 10 | 28 | 38 | 10 | 28 |
Losing Trades | 78 | 48 | 30 | 78 | 48 | 30 |
Profitability (%) | 32.7586 | 17.2414 | 48.2759 | 32.7586 | 17.2414 | 48.2759 |
Ratio Avg Win / Avg Loss | 6.3705 | 20.477 | 1.2196 | 2.123 | 4.9773 | 1.1033 |
Largest Winning Trade | 1357615 | 1357615 | 37393 | 1060590 | 1060590 | 140122 |
Largest Losing Trade | -26411 | -26411 | -18833 | -206531 | -159144 | -206531 |
Avg Bars in Trades | 95 | 116 | 74 | 95 | 116 | 74 |
Avg Bars in Winners | 196 | 398 | 124 | 196 | 398 | 124 |
Avg Bars in Losers | 46 | 57 | 28 | 46 | 57 | 28 |
Bars Traded | 11068 | 6728 | 4340 | 11068 | 6728 | 4340 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417133 | -225172 | -423060 | -336075 | -583089 | -547052 |
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{ "first_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 2 } }, "second_band": { "type": "midprice", "factors": { "length": 21, "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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