Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 690457.6937 | 404783.6133 | 285674.0804 | 3743974.7761 | 350870.5879 | 3393104.1881 |
Total P&L (%) | 690.4577 | 404.7836 | 285.6741 | 3743.9748 | 350.8706 | 3393.1042 |
Avg Daily Profit (%) | 0.3798 | 0.2227 | 0.1572 | 0.2009 | 0.0829 | 0.1957 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89310 | -47468 | -57710 | -1740586 | -1532205 | -1349229 |
Profit Factor | 2.3014 | 2.5215 | 2.08 | 1.3526 | 1.0643 | 1.6581 |
Total Trades | 122 | 61 | 61 | 122 | 61 | 61 |
Winning Trades | 49 | 15 | 34 | 49 | 15 | 34 |
Losing Trades | 73 | 46 | 27 | 73 | 46 | 27 |
Profitability (%) | 40.1639 | 24.5902 | 55.7377 | 40.1639 | 24.5902 | 55.7377 |
Ratio Avg Win / Avg Loss | 3.4286 | 7.7327 | 1.6518 | 2.0152 | 3.2637 | 1.3167 |
Largest Winning Trade | 266416 | 266416 | 72041 | 1350315 | 1350315 | 1154643 |
Largest Losing Trade | -34353 | -14739 | -34353 | -775943 | -478290 | -775943 |
Avg Bars in Trades | 174 | 99 | 249 | 174 | 99 | 249 |
Avg Bars in Winners | 322 | 240 | 359 | 322 | 240 | 359 |
Avg Bars in Losers | 74 | 53 | 111 | 74 | 53 | 111 |
Bars Traded | 21273 | 6060 | 15213 | 21273 | 6060 | 15213 |
Profit Streak | 52.4015 | 52.4015 | 58.8181 | 52.4015 | 52.4015 | 58.8181 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 427148 | -180394 | -148749 | 268961 | -424048 | -149928 |
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 64, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 162, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 64, "offset": 0, "scalar": 1 } } }
# | 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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