Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 134521.9333 | 93924.7131 | 40597.2203 | 174930.9077 | 157979.1759 | 16951.7318 |
Total P&L (%) | 134.5219 | 93.9247 | 40.5972 | 174.9309 | 157.9792 | 16.9517 |
Avg Daily Profit (%) | 0.5166 | 0.3607 | 0.1559 | 0.3891 | 0.3646 | 0.0601 |
Buy And Hold Return (%) | 16.4315 | 16.4315 | 16.4315 | 16.4315 | 16.4315 | 16.4315 |
Max Trade Drawdown | -46035 | -38799 | -36400 | -162555 | -72896 | -131447 |
Profit Factor | 1.5065 | 1.6252 | 1.3519 | 1.2799 | 1.4866 | 1.0564 |
Total Trades | 143 | 71 | 72 | 143 | 71 | 72 |
Winning Trades | 99 | 46 | 53 | 99 | 46 | 53 |
Losing Trades | 44 | 25 | 19 | 44 | 25 | 19 |
Profitability (%) | 69.2308 | 64.7887 | 73.6111 | 69.2308 | 64.7887 | 73.6111 |
Ratio Avg Win / Avg Loss | 0.6696 | 0.8833 | 0.4846 | 0.5688 | 0.8079 | 0.3787 |
Largest Winning Trade | 25215 | 25215 | 8493 | 35014 | 35014 | 19632 |
Largest Losing Trade | -36400 | -19349 | -36400 | -131447 | -49677 | -131447 |
Avg Bars in Trades | 167 | 215 | 120 | 167 | 215 | 120 |
Avg Bars in Winners | 112 | 136 | 91 | 112 | 136 | 91 |
Avg Bars in Losers | 292 | 360 | 202 | 292 | 360 | 202 |
Bars Traded | 23974 | 15293 | 8681 | 23974 | 15293 | 8681 |
Profit Streak | 9.3386 | 9.3386 | 13.0157 | 9.3386 | 9.3386 | 13.0157 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 469034 | -77054 | -74207 | 379959 | -76907 | -505091 |
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{ "first_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 208, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 107, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 208, "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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