Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 146006.8417 | 96281.4165 | 49725.4253 | 16214.5432 | -20081.8066 | 36296.3497 |
Total P&L (%) | 146.0068 | 96.2814 | 49.7254 | 16.2145 | -20.0818 | 36.2964 |
Avg Daily Profit (%) | 0.2803 | 0.1849 | 0.0955 | 0.0289 | -0.043 | 0.0595 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -212207 | -157832 | -74457 | -284186 | -211616 | -86550 |
Profit Factor | 1.3665 | 1.4046 | 1.31 | 1.0368 | 0.9315 | 1.2453 |
Total Trades | 123 | 62 | 61 | 123 | 62 | 61 |
Winning Trades | 87 | 45 | 42 | 87 | 45 | 42 |
Losing Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Profitability (%) | 70.7317 | 72.5806 | 68.8525 | 70.7317 | 72.5806 | 68.8525 |
Ratio Avg Win / Avg Loss | 0.5654 | 0.5306 | 0.5926 | 0.429 | 0.3519 | 0.5633 |
Largest Winning Trade | 97522 | 97522 | 37492 | 27274 | 27274 | 16707 |
Largest Losing Trade | -57654 | -57654 | -47279 | -118092 | -118092 | -51069 |
Avg Bars in Trades | 200 | 301 | 98 | 200 | 301 | 98 |
Avg Bars in Winners | 90 | 119 | 59 | 90 | 119 | 59 |
Avg Bars in Losers | 467 | 784 | 183 | 467 | 784 | 183 |
Bars Traded | 24705 | 18702 | 6003 | 24705 | 18702 | 6003 |
Profit Streak | 0 | 0 | 35.157 | 0 | 0 | 35.157 |
Trades During Streak | 0 | 0 | 6 | 0 | 0 | 6 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344742 | -145274 | -226626 | -343064 | -732600 | -276216 |
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{ "first_band": { "type": "kcl", "factors": { "length": 32, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 240, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 32, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 240, "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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