Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 819983.0256 | 703064.6604 | 116918.3652 | 5146413.0312 | 5061723.5747 | 84689.4565 |
Total P&L (%) | 819.983 | 703.0647 | 116.9184 | 5146.413 | 5061.7236 | 84.6895 |
Avg Daily Profit (%) | 0.377 | 0.3233 | 0.0538 | 0.1823 | 0.1815 | 0.0282 |
Buy And Hold Return (%) | 651.816 | 651.816 | 651.816 | 651.816 | 651.816 | 651.816 |
Max Trade Drawdown | -108093 | -112079 | -41855 | -11280826 | -10539391 | -3748738 |
Profit Factor | 2.025 | 2.5735 | 1.3311 | 1.1514 | 1.2279 | 1.0072 |
Total Trades | 275 | 137 | 138 | 275 | 137 | 138 |
Winning Trades | 175 | 95 | 80 | 175 | 95 | 80 |
Losing Trades | 100 | 42 | 58 | 100 | 42 | 58 |
Profitability (%) | 63.6364 | 69.3431 | 57.971 | 63.6364 | 69.3431 | 57.971 |
Ratio Avg Win / Avg Loss | 1.1571 | 1.1377 | 0.965 | 0.658 | 0.5429 | 0.7302 |
Largest Winning Trade | 184981 | 184981 | 24899 | 3496469 | 3496469 | 930534 |
Largest Losing Trade | -79966 | -79966 | -19671 | -6721224 | -6721224 | -1599701 |
Avg Bars in Trades | 28 | 50 | 7 | 28 | 50 | 7 |
Avg Bars in Winners | 14 | 19 | 8 | 14 | 19 | 8 |
Avg Bars in Losers | 54 | 120 | 5 | 54 | 120 | 5 |
Bars Traded | 7944 | 6973 | 971 | 7944 | 6973 | 971 |
Profit Streak | 72.2644 | 72.7644 | 72.2644 | 72.2644 | 72.7644 | 72.2644 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -68772 | -125555 | -286613 | -43302 | 314306 | -533570 |
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{ "first_band": { "type": "kcl", "factors": { "length": 6, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 215, "offset": 0 } } }
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# | 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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