Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 78643.0069 | -2560.1608 | 81203.1676 | 93138.6212 | -12913.1437 | 106051.7649 |
Total P&L (%) | 78.643 | -2.5602 | 81.2032 | 93.1386 | -12.9131 | 106.0518 |
Avg Daily Profit (%) | 0.302 | -0.0098 | 0.3118 | 0.2531 | -0.0531 | 0.278 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -37438 | -24221 | -32267 | -60023 | -38514 | -51458 |
Profit Factor | 1.45 | 0.9685 | 1.8677 | 1.3455 | 0.898 | 1.7413 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 146 | 68 | 78 | 146 | 68 | 78 |
Losing Trades | 44 | 27 | 17 | 44 | 27 | 17 |
Profitability (%) | 76.8421 | 71.5789 | 82.1053 | 76.8421 | 71.5789 | 82.1053 |
Ratio Avg Win / Avg Loss | 0.437 | 0.3845 | 0.4071 | 0.4055 | 0.3565 | 0.3795 |
Largest Winning Trade | 8376 | 5330 | 8376 | 9023 | 8117 | 9023 |
Largest Losing Trade | -20295 | -12415 | -20295 | -32454 | -16988 | -32454 |
Avg Bars in Trades | 128 | 51 | 205 | 128 | 51 | 205 |
Avg Bars in Winners | 68 | 22 | 108 | 68 | 22 | 108 |
Avg Bars in Losers | 328 | 126 | 649 | 328 | 126 | 649 |
Bars Traded | 24401 | 4922 | 19479 | 24401 | 4922 | 19479 |
Profit Streak | 7.9116 | 7.9116 | 19.6303 | 7.9116 | 7.9116 | 19.6303 |
Trades During Streak | 4 | 2 | 7 | 4 | 2 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 450414 | -578265 | 491596 | 412358 | -578265 | 472408 |
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{ "first_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 17, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 4 } } }
# | 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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