Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 42025.1103 | 22798.0129 | 19227.0974 | 43402.7082 | 22521.666 | 20881.0422 |
Total P&L (%) | 42.0251 | 22.798 | 19.2271 | 43.4027 | 22.5217 | 20.881 |
Avg Daily Profit (%) | 0.5437 | 0.2949 | 0.2487 | 0.4674 | 0.2631 | 0.2456 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -47261 | -38429 | -15837 | -49665 | -41049 | -15449 |
Profit Factor | 1.3553 | 1.3211 | 1.4067 | 1.3699 | 1.3132 | 1.4597 |
Total Trades | 147 | 73 | 74 | 147 | 73 | 74 |
Winning Trades | 114 | 59 | 55 | 114 | 59 | 55 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 77.551 | 80.8219 | 74.3243 | 77.551 | 80.8219 | 74.3243 |
Ratio Avg Win / Avg Loss | 0.3923 | 0.3135 | 0.486 | 0.3966 | 0.3116 | 0.5043 |
Largest Winning Trade | 8832 | 8832 | 5086 | 7605 | 7605 | 5002 |
Largest Losing Trade | -10506 | -10506 | -9451 | -12735 | -12735 | -7825 |
Avg Bars in Trades | 145 | 198 | 92 | 145 | 198 | 92 |
Avg Bars in Winners | 75 | 97 | 51 | 75 | 97 | 51 |
Avg Bars in Losers | 386 | 622 | 212 | 386 | 622 | 212 |
Bars Traded | 21351 | 14481 | 6870 | 21351 | 14481 | 6870 |
Profit Streak | 25.5234 | 25.5234 | 29.6762 | 25.5234 | 25.5234 | 29.6762 |
Trades During Streak | 27 | 13 | 17 | 27 | 13 | 17 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 412425 | -65981 | -61492 | 396592 | -66485 | -60092 |
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{ "first_band": { "type": "kcl", "factors": { "length": 52, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 179, "offset": 0 } } }
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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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