Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 379690.4747 | 276679.5044 | 103010.9703 | 89177.6758 | -642527.8019 | 731705.4777 |
Total P&L (%) | 379.6905 | 276.6795 | 103.011 | 89.1777 | -642.5278 | 731.7055 |
Avg Daily Profit (%) | 0.1982 | 0.1444 | 0.0538 | 0.0333 | 0 | 0.1106 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -136620 | -108700 | -49623 | -2034184 | -2375506 | -320167 |
Profit Factor | 1.6314 | 1.6494 | 1.5875 | 1.0155 | 0.8635 | 1.6892 |
Total Trades | 136 | 68 | 68 | 136 | 68 | 68 |
Winning Trades | 96 | 50 | 46 | 96 | 50 | 46 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 70.5882 | 73.5294 | 67.6471 | 70.5882 | 73.5294 | 67.6471 |
Ratio Avg Win / Avg Loss | 0.6797 | 0.5938 | 0.7593 | 0.4231 | 0.3109 | 0.8079 |
Largest Winning Trade | 90261 | 90261 | 18890 | 872857 | 872857 | 193680 |
Largest Losing Trade | -70090 | -70090 | -46923 | -1274438 | -1274438 | -304153 |
Avg Bars in Trades | 165 | 298 | 33 | 165 | 298 | 33 |
Avg Bars in Winners | 54 | 81 | 24 | 54 | 81 | 24 |
Avg Bars in Losers | 434 | 900 | 52 | 434 | 900 | 52 |
Bars Traded | 22572 | 20280 | 2292 | 22572 | 20280 | 2292 |
Profit Streak | 79.8728 | 79.8728 | 301.7894 | 79.8728 | 79.8728 | 301.7894 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 428705 | -105500 | -226875 | -349639 | -686350 | -150405 |
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{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 3 } }, "second_band": { "type": "ema", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 50, "offset": 0, "scalar": 3 } }, "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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