Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 332773.1847 | 285713.9859 | 47059.1987 | 282912.9549 | -72684.4681 | 355597.423 |
Total P&L (%) | 332.7732 | 285.714 | 47.0592 | 282.913 | -72.6845 | 355.5974 |
Avg Daily Profit (%) | 0.3195 | 0.2743 | 0.0452 | 0.129 | -0.1245 | 0.1457 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81988 | -72640 | -32320 | -726657 | -751078 | -147252 |
Profit Factor | 1.9807 | 2.1281 | 1.5468 | 1.1515 | 0.9538 | 2.2115 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Losing Trades | 23 | 12 | 11 | 23 | 12 | 11 |
Profitability (%) | 66.6667 | 64.7059 | 68.5714 | 66.6667 | 64.7059 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.9903 | 1.1608 | 0.7089 | 0.5757 | 0.5203 | 1.0136 |
Largest Winning Trade | 103358 | 103358 | 20483 | 378938 | 378938 | 143873 |
Largest Losing Trade | -66452 | -66452 | -18783 | -679827 | -679827 | -67280 |
Avg Bars in Trades | 330 | 629 | 40 | 330 | 629 | 40 |
Avg Bars in Winners | 247 | 481 | 32 | 247 | 481 | 32 |
Avg Bars in Losers | 496 | 899 | 56 | 496 | 899 | 56 |
Bars Traded | 22792 | 21386 | 1406 | 22792 | 21386 | 1406 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94211 | 470934 | -131839 | -180233 | -578888 | 249963 |
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{ "first_band": { "type": "kcl", "factors": { "length": 133, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 175, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 133, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 175, "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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