Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 335252.5542 | 34637.1209 | 300615.4333 | -563536.1811 | -536891.4623 | -26644.7188 |
Total P&L (%) | 335.2526 | 34.6371 | 300.6154 | -563.5362 | -536.8915 | -26.6447 |
Avg Daily Profit (%) | 0.2199 | 0.0227 | 0.1972 | 0 | 0 | -0.0203 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111576 | -55111 | -111154 | -2032873 | -683697 | -1727192 |
Profit Factor | 2.0023 | 1.271 | 2.4546 | 0.8424 | 0.5358 | 0.989 |
Total Trades | 85 | 43 | 42 | 85 | 43 | 42 |
Winning Trades | 60 | 26 | 34 | 51 | 22 | 29 |
Losing Trades | 25 | 17 | 8 | 34 | 21 | 13 |
Profitability (%) | 70.5882 | 60.4651 | 80.9524 | 60 | 51.1628 | 69.0476 |
Ratio Avg Win / Avg Loss | 0.8343 | 0.8311 | 0.5775 | 0.5616 | 0.5115 | 0.4433 |
Largest Winning Trade | 37474 | 19760 | 37474 | 249291 | 111355 | 249291 |
Largest Losing Trade | -111154 | -22886 | -111154 | -1461411 | -346163 | -1461411 |
Avg Bars in Trades | 69 | 18 | 120 | 69 | 18 | 120 |
Avg Bars in Winners | 48 | 12 | 76 | 62 | 13 | 99 |
Avg Bars in Losers | 118 | 28 | 310 | 78 | 23 | 167 |
Bars Traded | 5876 | 802 | 5074 | 5876 | 802 | 5074 |
Profit Streak | 0 | 0 | 0 | 99.6146 | 99.6146 | 101.8646 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431699 | -165290 | 486763 | -578018 | -579738 | -577705 |
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{ "first_band": { "type": "sma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 72, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 8, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 72, "offset": 0, "scalar": 3 } } }
# | 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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