Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 150964.68 | 115304.4463 | 35660.2337 | 93233.6502 | 53384.1883 | 39849.4619 |
Total P&L (%) | 150.9647 | 115.3044 | 35.6602 | 93.2337 | 53.3842 | 39.8495 |
Avg Daily Profit (%) | 0.2616 | 0.1998 | 0.0618 | 0.1142 | 0.0742 | 0.0581 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94520 | -46968 | -65811 | -92001 | -76546 | -48125 |
Profit Factor | 1.3494 | 1.4595 | 1.1969 | 1.2664 | 1.2487 | 1.2945 |
Total Trades | 193 | 96 | 97 | 193 | 96 | 97 |
Winning Trades | 138 | 66 | 72 | 138 | 66 | 72 |
Losing Trades | 55 | 30 | 25 | 55 | 30 | 25 |
Profitability (%) | 71.5026 | 68.75 | 74.2268 | 71.5026 | 68.75 | 74.2268 |
Ratio Avg Win / Avg Loss | 0.5378 | 0.6634 | 0.4156 | 0.5047 | 0.5676 | 0.4495 |
Largest Winning Trade | 24589 | 24589 | 16165 | 36470 | 36470 | 22390 |
Largest Losing Trade | -50809 | -32319 | -50809 | -39183 | -37690 | -39183 |
Avg Bars in Trades | 68 | 87 | 50 | 68 | 87 | 50 |
Avg Bars in Winners | 39 | 43 | 34 | 39 | 43 | 34 |
Avg Bars in Losers | 142 | 182 | 94 | 142 | 182 | 94 |
Bars Traded | 13247 | 8362 | 4885 | 13247 | 8362 | 4885 |
Profit Streak | 498.4764 | 519.1431 | 498.4764 | 498.4764 | 519.1431 | 498.4764 |
Trades During Streak | 6 | 7 | 3 | 6 | 7 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 419872 | 375691 | -114539 | -37512 | -93512 | -115074 |
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 156, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 28, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ssf", "factors": { "length": 156, "offset": 0, "poles": 3 } } }
# | 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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