Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -2410119.737 | 46398.6207 | -2456518.3577 | 3123391.4772 | -119080416.6703 | 122203808.1475 |
Total P&L (%) | -2410.1197 | 46.3986 | -2456.5184 | 3123.3915 | -119080.4167 | 122203.8081 |
Avg Daily Profit (%) | -1.2899 | 0.0248 | -1.3147 | 0.186 | 0 | 0.3812 |
Buy And Hold Return (%) | 7285.7143 | 7285.7143 | 7285.7143 | 7285.7143 | 7285.7143 | 7285.7143 |
Max Trade Drawdown | -2605276 | -122781 | -2561149 | -149207031 | -126817570 | -81288075 |
Profit Factor | 0.2547 | 1.2176 | 0.1867 | 1.0101 | 0.2947 | 1.8693 |
Total Trades | 185 | 93 | 92 | 185 | 93 | 92 |
Winning Trades | 128 | 60 | 68 | 114 | 52 | 62 |
Losing Trades | 57 | 33 | 24 | 71 | 41 | 30 |
Profitability (%) | 69.1892 | 64.5161 | 73.913 | 61.6216 | 55.914 | 67.3913 |
Ratio Avg Win / Avg Loss | 0.1134 | 0.6697 | 0.0659 | 0.6291 | 0.2323 | 0.9045 |
Largest Winning Trade | 35555 | 35555 | 21283 | 60434793 | 5260862 | 60434793 |
Largest Losing Trade | -1537246 | -48977 | -1537246 | -80727183 | -69065739 | -80727183 |
Avg Bars in Trades | 38 | 6 | 71 | 38 | 6 | 71 |
Avg Bars in Winners | 17 | 3 | 30 | 28 | 4 | 49 |
Avg Bars in Losers | 86 | 11 | 189 | 55 | 9 | 118 |
Bars Traded | 7175 | 588 | 6586 | 7175 | 588 | 6586 |
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 | -577321 | -325429 | -577708 | -366473 | -580039 | 452891 |
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 33, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 33, "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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