Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 516725.0495 | 296136.9408 | 220588.1087 | 1479754.9441 | 977183.1295 | 502571.8146 |
Total P&L (%) | 516.7251 | 296.1369 | 220.5881 | 1479.7549 | 977.1831 | 502.5718 |
Avg Daily Profit (%) | 0.3469 | 0.1988 | 0.1481 | 0.1855 | 0.1597 | 0.1207 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -81310 | -66976 | -63836 | -862270 | -527449 | -698658 |
Profit Factor | 2.1483 | 2.5073 | 1.8701 | 1.3162 | 1.5307 | 1.177 |
Total Trades | 105 | 53 | 52 | 105 | 53 | 52 |
Winning Trades | 40 | 17 | 23 | 40 | 17 | 23 |
Losing Trades | 65 | 36 | 29 | 65 | 36 | 29 |
Profitability (%) | 38.0952 | 32.0755 | 44.2308 | 38.0952 | 32.0755 | 44.2308 |
Ratio Avg Win / Avg Loss | 3.491 | 5.3096 | 2.358 | 2.1388 | 3.2414 | 1.4841 |
Largest Winning Trade | 123297 | 123297 | 76222 | 812619 | 631913 | 812619 |
Largest Losing Trade | -34939 | -18379 | -34939 | -625461 | -207155 | -625461 |
Avg Bars in Trades | 159 | 53 | 268 | 159 | 53 | 268 |
Avg Bars in Winners | 331 | 113 | 492 | 331 | 113 | 492 |
Avg Bars in Losers | 53 | 24 | 89 | 53 | 24 | 89 |
Bars Traded | 16768 | 2831 | 13937 | 16768 | 2831 | 13937 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 325070 | -174913 | -174084 | 174850 | -177005 | -239609 |
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{ "first_band": { "type": "sma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 30, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 201, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 30, "offset": 0, "scalar": 3 } } }
# | 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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