Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 68920.6931 | 4981.0254 | 63939.6677 | 61586.8731 | 4529.4927 | 57057.3804 |
Total P&L (%) | 68.9207 | 4.981 | 63.9397 | 61.5869 | 4.5295 | 57.0574 |
Avg Daily Profit (%) | 0.2647 | 0.0191 | 0.2455 | 0.1844 | 0.017 | 0.1735 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -49067 | -24328 | -30505 | -62163 | -31206 | -36485 |
Profit Factor | 1.3196 | 1.0509 | 1.543 | 1.2374 | 1.0405 | 1.3866 |
Total Trades | 117 | 59 | 58 | 117 | 59 | 58 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 58 | 35 | 23 | 58 | 35 | 23 |
Profitability (%) | 50.4274 | 40.678 | 60.3448 | 50.4274 | 40.678 | 60.3448 |
Ratio Avg Win / Avg Loss | 1.2972 | 1.5325 | 1.014 | 1.2164 | 1.5174 | 0.9112 |
Largest Winning Trade | 19009 | 19009 | 12525 | 23323 | 23323 | 16310 |
Largest Losing Trade | -17190 | -13592 | -17190 | -27868 | -13555 | -27868 |
Avg Bars in Trades | 206 | 98 | 316 | 206 | 98 | 316 |
Avg Bars in Winners | 224 | 123 | 293 | 224 | 123 | 293 |
Avg Bars in Losers | 187 | 80 | 350 | 187 | 80 | 350 |
Bars Traded | 24135 | 5786 | 18349 | 24135 | 5786 | 18349 |
Profit Streak | 9.8327 | 9.8327 | 18.0827 | 9.8327 | 9.8327 | 18.0827 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 301717 | -677847 | -169868 | 241344 | -692098 | -173565 |
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{ "first_band": { "type": "sma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 205, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 150, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 205, "offset": 0, "scalar": 1 } } }
# | 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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