Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2895015.9415 | 2938102.3742 | -43086.4326 | 8828507.4907 | 23468886.519 | -14640379.0283 |
Total P&L (%) | 2895.0159 | 2938.1024 | -43.0864 | 8828.5075 | 23468.8865 | -14640.379 |
Avg Daily Profit (%) | 1.5837 | 1.6073 | -0.0236 | 0.246 | 0.2993 | 0 |
Buy And Hold Return (%) | 7293.2347 | 7293.2347 | 7293.2347 | 7293.2347 | 7293.2347 | 7293.2347 |
Max Trade Drawdown | -185583 | -124899 | -86972 | -56889861 | -45910159 | -19017409 |
Profit Factor | 8.0542 | 12.8537 | 0.7349 | 1.1062 | 1.4341 | 0.4967 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 41 | 22 | 19 | 41 | 22 | 19 |
Losing Trades | 26 | 11 | 15 | 26 | 11 | 15 |
Profitability (%) | 61.194 | 66.6667 | 55.8824 | 61.194 | 66.6667 | 55.8824 |
Ratio Avg Win / Avg Loss | 5.1075 | 6.4268 | 0.5802 | 0.7015 | 0.7171 | 0.3921 |
Largest Winning Trade | 2010751 | 2010751 | 15737 | 21286547 | 21286547 | 2723278 |
Largest Losing Trade | -91268 | -91268 | -44112 | -31496163 | -31496163 | -13998151 |
Avg Bars in Trades | 301 | 578 | 32 | 301 | 578 | 32 |
Avg Bars in Winners | 206 | 360 | 28 | 206 | 360 | 28 |
Avg Bars in Losers | 450 | 1015 | 36 | 450 | 1015 | 36 |
Bars Traded | 20181 | 19090 | 1092 | 20181 | 19090 | 1092 |
Profit Streak | 371.0918 | 408.4251 | 371.0918 | 371.0918 | 408.4251 | 371.0918 |
Trades During Streak | 4 | 5 | 2 | 4 | 5 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -261590 | -139869 | -579068 | -315441 | 313871 | -579068 |
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{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 247, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 78, "offset": 0, "scalar": 5 } }, "second_band": { "type": "sma", "factors": { "length": 247, "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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