Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 282495.002 | 334546.2598 | -52051.2578 | 71353.9946 | 233961.4414 | -162607.4469 |
Total P&L (%) | 282.495 | 334.5463 | -52.0513 | 71.354 | 233.9614 | -162.6074 |
Avg Daily Profit (%) | 0.1746 | 0.2068 | -0.0322 | 0.0333 | 0.0746 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -123153 | -37294 | -195394 | -203014 | -48745 | -248902 |
Profit Factor | 1.6686 | 3.6483 | 0.8243 | 1.1289 | 2.3986 | 0.5793 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Losing Trades | 46 | 22 | 24 | 46 | 22 | 24 |
Profitability (%) | 37.8378 | 40.5405 | 35.1351 | 37.8378 | 40.5405 | 35.1351 |
Ratio Avg Win / Avg Loss | 2.7413 | 5.3509 | 1.5217 | 1.8545 | 3.518 | 1.0694 |
Largest Winning Trade | 131155 | 131155 | 76416 | 134452 | 134452 | 75721 |
Largest Losing Trade | -58572 | -37294 | -58572 | -80127 | -48745 | -80127 |
Avg Bars in Trades | 242 | 141 | 342 | 242 | 141 | 342 |
Avg Bars in Winners | 471 | 261 | 714 | 471 | 261 | 714 |
Avg Bars in Losers | 102 | 60 | 141 | 102 | 60 | 141 |
Bars Traded | 17927 | 5249 | 12678 | 17927 | 5249 | 12678 |
Profit Streak | 575.6316 | 577.2983 | 0 | 575.6316 | 577.2983 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -62359 | 410144 | -583775 | -299018 | -91919 | -584886 |
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{ "first_band": { "type": "rma", "factors": { "length": 163, "offset": 187 } }, "second_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 163, "offset": 187 } }, "second_band": { "type": "kcl", "factors": { "length": 63, "offset": 0, "scalar": 5 } } }
# | 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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