Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 103763.7843 | 75176.8596 | 28586.9247 | 118010.9247 | 86732.1135 | 31278.8112 |
Total P&L (%) | 103.7638 | 75.1769 | 28.5869 | 118.0109 | 86.7321 | 31.2788 |
Avg Daily Profit (%) | 0.4136 | 0.2996 | 0.1139 | 0.3111 | 0.2492 | 0.1085 |
Buy And Hold Return (%) | 17.0129 | 17.0129 | 17.0129 | 17.0129 | 17.0129 | 17.0129 |
Max Trade Drawdown | -30966 | -33160 | -21014 | -64874 | -65933 | -47914 |
Profit Factor | 1.4016 | 1.4222 | 1.3558 | 1.2708 | 1.2949 | 1.2209 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 114 | 53 | 61 | 114 | 53 | 61 |
Losing Trades | 56 | 32 | 24 | 56 | 32 | 24 |
Profitability (%) | 67.0588 | 62.3529 | 71.7647 | 67.0588 | 62.3529 | 71.7647 |
Ratio Avg Win / Avg Loss | 0.6885 | 0.8587 | 0.5334 | 0.6243 | 0.7818 | 0.4804 |
Largest Winning Trade | 23970 | 23970 | 5699 | 22892 | 22892 | 10571 |
Largest Losing Trade | -18072 | -18072 | -17211 | -42570 | -42570 | -38659 |
Avg Bars in Trades | 140 | 226 | 53 | 140 | 226 | 53 |
Avg Bars in Winners | 99 | 164 | 42 | 99 | 164 | 42 |
Avg Bars in Losers | 224 | 330 | 82 | 224 | 330 | 82 |
Bars Traded | 23844 | 19292 | 4553 | 23844 | 19292 | 4553 |
Profit Streak | 35.8164 | 38.9414 | 35.8164 | 35.8164 | 38.9414 | 35.8164 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 379826 | 248451 | -49267 | 339636 | 225870 | -56248 |
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{ "first_band": { "type": "kcl", "factors": { "length": 45, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ssf", "factors": { "length": 237, "offset": 0, "poles": 3 } } }
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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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