Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 476390.2013 | 463680.0884 | 12710.1129 | 27042.1636 | 37600.9374 | -10558.7738 |
Total P&L (%) | 476.3902 | 463.6801 | 12.7101 | 27.0422 | 37.6009 | -10.5588 |
Avg Daily Profit (%) | 0.2505 | 0.2438 | 0.0067 | 0.0126 | 0.0168 | -0.0059 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -193380 | -206445 | -66467 | -1262628 | -1038641 | -592868 |
Profit Factor | 1.902 | 2.4955 | 1.0583 | 1.0118 | 1.0244 | 0.9859 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 54 | 25 | 29 | 54 | 25 | 29 |
Losing Trades | 29 | 16 | 13 | 29 | 16 | 13 |
Profitability (%) | 65.0602 | 60.9756 | 69.0476 | 65.0602 | 60.9756 | 69.0476 |
Ratio Avg Win / Avg Loss | 1.0214 | 1.5972 | 0.4744 | 0.5434 | 0.6556 | 0.442 |
Largest Winning Trade | 310109 | 310109 | 31568 | 520268 | 520268 | 201729 |
Largest Losing Trade | -62924 | -62924 | -51101 | -535939 | -535939 | -442745 |
Avg Bars in Trades | 73 | 132 | 15 | 73 | 132 | 15 |
Avg Bars in Winners | 40 | 70 | 15 | 40 | 70 | 15 |
Avg Bars in Losers | 134 | 231 | 15 | 134 | 231 | 15 |
Bars Traded | 6093 | 5449 | 644 | 6093 | 5449 | 644 |
Profit Streak | 669.5252 | 677.2752 | 669.5252 | 669.5252 | 677.2752 | 669.5252 |
Trades During Streak | 4 | 3 | 2 | 4 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 462701 | 559516 | -419705 | -386303 | -365393 | -577030 |
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 234, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 21, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 234, "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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