Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379483.2396 | 291607.8367 | 87875.4029 | 492107.8967 | 374965.374 | 117142.5227 |
Total P&L (%) | 379.4832 | 291.6078 | 87.8754 | 492.1079 | 374.9654 | 117.1425 |
Avg Daily Profit (%) | 0.1996 | 0.1534 | 0.0462 | 0.0936 | 0.082 | 0.0408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163257 | -30800 | -197138 | -155920 | -36348 | -193224 |
Profit Factor | 1.9918 | 3.2624 | 1.3463 | 2.0602 | 3.3569 | 1.384 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 38.0282 | 44.4444 | 31.4286 | 38.0282 | 44.4444 | 31.4286 |
Ratio Avg Win / Avg Loss | 3.2459 | 4.078 | 2.9375 | 3.3574 | 4.1961 | 3.0196 |
Largest Winning Trade | 145731 | 145731 | 66197 | 140885 | 134962 | 140885 |
Largest Losing Trade | -31863 | -19141 | -31863 | -54503 | -24269 | -54503 |
Avg Bars in Trades | 150 | 87 | 214 | 150 | 87 | 214 |
Avg Bars in Winners | 309 | 162 | 524 | 309 | 162 | 524 |
Avg Bars in Losers | 52 | 28 | 72 | 52 | 28 | 72 |
Bars Traded | 10664 | 3156 | 7508 | 10664 | 3156 | 7508 |
Profit Streak | 583.5398 | 916.8731 | 583.5398 | 583.5398 | 916.8731 | 583.5398 |
Trades During Streak | 3 | 3 | 1 | 3 | 3 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83197 | 454495 | -136352 | -158709 | -77914 | -143361 |
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{ "first_band": { "type": "rma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 32, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 32, "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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