Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 77218.3694 | 93343.8433 | -16125.4739 | 44727.99 | 66236.3679 | -21508.3779 |
Total P&L (%) | 77.2184 | 93.3438 | -16.1255 | 44.728 | 66.2364 | -21.5084 |
Avg Daily Profit (%) | 0.2965 | 0.3584 | -0.0619 | 0.1421 | 0.1954 | -0.093 |
Buy And Hold Return (%) | 34.3899 | 34.3899 | 34.3899 | 34.3899 | 34.3899 | 34.3899 |
Max Trade Drawdown | -41804 | -38515 | -18135 | -70287 | -66780 | -23518 |
Profit Factor | 1.4424 | 1.7382 | 0.6648 | 1.178 | 1.3514 | 0.6577 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 58 | 34 | 24 | 58 | 34 | 24 |
Losing Trades | 41 | 15 | 26 | 41 | 15 | 26 |
Profitability (%) | 58.5859 | 69.3878 | 48 | 58.5859 | 69.3878 | 48 |
Ratio Avg Win / Avg Loss | 1.0196 | 0.7669 | 0.7202 | 0.8327 | 0.5962 | 0.7125 |
Largest Winning Trade | 55071 | 55071 | 4146 | 54735 | 54735 | 5993 |
Largest Losing Trade | -38515 | -38515 | -5955 | -66780 | -66780 | -8793 |
Avg Bars in Trades | 229 | 450 | 12 | 229 | 450 | 12 |
Avg Bars in Winners | 191 | 319 | 10 | 191 | 319 | 10 |
Avg Bars in Losers | 281 | 745 | 14 | 281 | 745 | 14 |
Bars Traded | 22684 | 22052 | 632 | 22684 | 22052 | 632 |
Profit Streak | 0 | 21.118 | 0 | 0 | 21.118 | 0 |
Trades During Streak | 0 | 4 | 0 | 0 | 4 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 148607 | 318743 | -762451 | -102094 | 59667 | -762728 |
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{ "first_band": { "type": "kcl", "factors": { "length": 25, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 39, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 25, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 39, "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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