Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 378729.4466 | 339153.0607 | 39576.3859 | 4713.0344 | 880609.0787 | -875896.0442 |
Total P&L (%) | 378.7294 | 339.1531 | 39.5764 | 4.713 | 880.6091 | -875.896 |
Avg Daily Profit (%) | 0.1951 | 0.1747 | 0.0204 | 0.0024 | 0.1177 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -117430 | -82422 | -97168 | -1479712 | -715592 | -1270912 |
Profit Factor | 1.6934 | 2.2545 | 1.1435 | 1.0016 | 1.7536 | 0.5014 |
Total Trades | 92 | 46 | 46 | 92 | 46 | 46 |
Winning Trades | 65 | 35 | 30 | 65 | 35 | 30 |
Losing Trades | 27 | 11 | 16 | 27 | 11 | 16 |
Profitability (%) | 70.6522 | 76.087 | 65.2174 | 70.6522 | 76.087 | 65.2174 |
Ratio Avg Win / Avg Loss | 0.7034 | 0.7085 | 0.6099 | 0.4161 | 0.5511 | 0.2674 |
Largest Winning Trade | 185911 | 185911 | 43673 | 1012945 | 1012945 | 240316 |
Largest Losing Trade | -82422 | -82422 | -56061 | -888132 | -651606 | -888132 |
Avg Bars in Trades | 39 | 66 | 12 | 39 | 66 | 12 |
Avg Bars in Winners | 19 | 25 | 12 | 19 | 25 | 12 |
Avg Bars in Losers | 86 | 195 | 11 | 86 | 195 | 11 |
Bars Traded | 3608 | 3039 | 569 | 3608 | 3039 | 569 |
Profit Streak | 24.3956 | 0 | 315.3956 | 24.3956 | 0 | 315.3956 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 423150 | 445443 | -228549 | -572098 | -31508 | -577087 |
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 3 } }, "second_band": { "type": "sma", "factors": { "length": 221, "offset": 0 } } }
# | 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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