Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 504348.2313 | 304223.3065 | 200124.9247 | 933132.9805 | -1322298.9217 | 2255431.9022 |
Total P&L (%) | 504.3482 | 304.2233 | 200.1249 | 933.133 | -1322.2989 | 2255.4319 |
Avg Daily Profit (%) | 0.2651 | 0.1599 | 0.1052 | 0.1228 | 0 | 0.1662 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -162918 | -135451 | -44697 | -3222534 | -3856055 | -926605 |
Profit Factor | 1.4728 | 1.4591 | 1.4954 | 1.0539 | 0.8943 | 1.4711 |
Total Trades | 529 | 264 | 265 | 529 | 264 | 265 |
Winning Trades | 348 | 178 | 170 | 348 | 178 | 170 |
Losing Trades | 181 | 86 | 95 | 181 | 86 | 95 |
Profitability (%) | 65.7845 | 67.4242 | 64.1509 | 65.7845 | 67.4242 | 64.1509 |
Ratio Avg Win / Avg Loss | 0.766 | 0.705 | 0.8356 | 0.5482 | 0.4321 | 0.8221 |
Largest Winning Trade | 25806 | 25806 | 19468 | 547810 | 547810 | 285402 |
Largest Losing Trade | -74203 | -74203 | -28677 | -2434542 | -2434542 | -926605 |
Avg Bars in Trades | 42 | 75 | 9 | 42 | 75 | 9 |
Avg Bars in Winners | 18 | 27 | 8 | 18 | 27 | 8 |
Avg Bars in Losers | 88 | 175 | 10 | 88 | 175 | 10 |
Bars Traded | 22434 | 19978 | 2456 | 22434 | 19978 | 2456 |
Profit Streak | 44.9417 | 48.8583 | 44.9417 | 44.9417 | 48.8583 | 44.9417 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520158 | 404564 | -48591 | -185129 | -576207 | 416665 |
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{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ema", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 9, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ema", "factors": { "length": 233, "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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