Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 286120.5312 | 329517.6187 | -43397.0875 | -60320.1735 | -190821.7748 | 130501.6013 |
Total P&L (%) | 286.1205 | 329.5176 | -43.3971 | -60.3202 | -190.8218 | 130.5016 |
Avg Daily Profit (%) | 0.1522 | 0.1753 | -0.0231 | -0.0492 | 0 | 0.0444 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -167831 | -125047 | -116114 | -1072168 | -947329 | -242124 |
Profit Factor | 1.4911 | 1.9232 | 0.8077 | 0.9722 | 0.8758 | 1.207 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 33 | 16 | 17 | 33 | 16 | 17 |
Losing Trades | 44 | 22 | 22 | 44 | 22 | 22 |
Profitability (%) | 42.8571 | 42.1053 | 43.5897 | 42.8571 | 42.1053 | 43.5897 |
Ratio Avg Win / Avg Loss | 1.9881 | 2.6443 | 1.0453 | 1.2962 | 1.2042 | 1.5621 |
Largest Winning Trade | 210823 | 210823 | 31312 | 314597 | 314597 | 261299 |
Largest Losing Trade | -79574 | -49818 | -79574 | -361911 | -361911 | -149856 |
Avg Bars in Trades | 134 | 215 | 56 | 134 | 215 | 56 |
Avg Bars in Winners | 95 | 135 | 56 | 95 | 135 | 56 |
Avg Bars in Losers | 164 | 273 | 56 | 164 | 273 | 56 |
Bars Traded | 10377 | 8184 | 2193 | 10377 | 8184 | 2193 |
Profit Streak | 156.5862 | 156.5862 | 159.2529 | 156.5862 | 156.5862 | 159.2529 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -38127 | 308906 | -580618 | -626814 | -581592 | -134453 |
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 3, "offset": 222 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 143, "offset": 0, "scalar": 5 } }, "second_band": { "type": "rma", "factors": { "length": 3, "offset": 222 } } }
# | 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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