Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 13601.2648 | -11269.6575 | 24870.9223 | 12363.9416 | -11960.0784 | 24324.02 |
Total P&L (%) | 13.6013 | -11.2697 | 24.8709 | 12.3639 | -11.9601 | 24.324 |
Avg Daily Profit (%) | 0.2612 | -0.2164 | 0.4776 | 0.2241 | -0.2443 | 0.4189 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -12017 | -12750 | -11340 | -13050 | -13619 | -12291 |
Profit Factor | 1.245 | 0.4986 | 1.7529 | 1.2083 | 0.4985 | 1.6848 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 59 | 24 | 35 | 59 | 24 | 35 |
Losing Trades | 32 | 22 | 10 | 32 | 22 | 10 |
Profitability (%) | 64.8352 | 52.1739 | 77.7778 | 64.8352 | 52.1739 | 77.7778 |
Ratio Avg Win / Avg Loss | 0.6753 | 0.457 | 0.5008 | 0.6553 | 0.4569 | 0.4814 |
Largest Winning Trade | 5316 | 1271 | 5316 | 5265 | 1418 | 5265 |
Largest Losing Trade | -8879 | -5201 | -8879 | -9654 | -5800 | -9654 |
Avg Bars in Trades | 251 | 64 | 443 | 251 | 64 | 443 |
Avg Bars in Winners | 206 | 40 | 320 | 206 | 40 | 320 |
Avg Bars in Losers | 335 | 90 | 873 | 335 | 90 | 873 |
Bars Traded | 22928 | 2971 | 19956 | 22928 | 2971 | 19956 |
Profit Streak | 0 | 0 | 13.0595 | 0 | 0 | 13.0595 |
Trades During Streak | 0 | 0 | 13 | 0 | 0 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -47126 | -582201 | 370853 | -86162 | -582201 | 334960 |
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{ "first_band": { "type": "sma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 45, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 173, "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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