Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164285.7258 | 90223.4827 | 74062.243 | 58637.367 | -49406.577 | 108043.9441 |
Total P&L (%) | 164.2857 | 90.2235 | 74.0622 | 58.6374 | -49.4066 | 108.0439 |
Avg Daily Profit (%) | 0.3154 | 0.1732 | 0.1422 | 0.0886 | -0.1307 | 0.1408 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -102023 | -114851 | -18667 | -155553 | -178011 | -27245 |
Profit Factor | 1.4968 | 1.3292 | 2.3087 | 1.1141 | 0.8885 | 2.5305 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 28 | 16 | 12 | 28 | 16 | 12 |
Profitability (%) | 71.7172 | 67.3469 | 76 | 71.7172 | 67.3469 | 76 |
Ratio Avg Win / Avg Loss | 0.5903 | 0.6444 | 0.7291 | 0.4394 | 0.4308 | 0.7991 |
Largest Winning Trade | 107465 | 107465 | 18748 | 82735 | 82735 | 29945 |
Largest Losing Trade | -57533 | -57533 | -11117 | -97745 | -97745 | -14340 |
Avg Bars in Trades | 247 | 443 | 54 | 247 | 443 | 54 |
Avg Bars in Winners | 105 | 175 | 44 | 105 | 175 | 44 |
Avg Bars in Losers | 606 | 995 | 87 | 606 | 995 | 87 |
Bars Traded | 24475 | 21733 | 2742 | 24475 | 21733 | 2742 |
Profit Streak | 6.7583 | 0 | 58.4874 | 6.7583 | 0 | 58.4874 |
Trades During Streak | 1 | 0 | 4 | 1 | 0 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421281 | 279500 | -177386 | -168578 | -579001 | -178884 |
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{ "first_band": { "type": "kcl", "factors": { "length": 77, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 181, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 77, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 181, "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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