Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113942.481 | 49724.1977 | 64218.2832 | 134371.3247 | 74416.9102 | 59954.4145 |
Total P&L (%) | 113.9425 | 49.7242 | 64.2183 | 134.3713 | 74.4169 | 59.9544 |
Avg Daily Profit (%) | 1.3126 | 0.5728 | 0.7398 | 0.986 | 0.6429 | 0.5426 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -20564 | -27760 | -5453 | -22959 | -29562 | -5592 |
Profit Factor | 2.3585 | 1.7751 | 4.2563 | 2.5543 | 2.1268 | 3.9377 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 29 | 12 | 17 | 29 | 12 | 17 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 42.6471 | 35.2941 | 50 | 42.6471 | 35.2941 | 50 |
Ratio Avg Win / Avg Loss | 3.1718 | 3.2544 | 4.2563 | 3.4352 | 3.8992 | 3.9377 |
Largest Winning Trade | 64014 | 64014 | 52478 | 91474 | 91474 | 49180 |
Largest Losing Trade | -8041 | -8041 | -4192 | -8486 | -8486 | -4394 |
Avg Bars in Trades | 335 | 593 | 78 | 335 | 593 | 78 |
Avg Bars in Winners | 513 | 1086 | 109 | 513 | 1086 | 109 |
Avg Bars in Losers | 203 | 325 | 46 | 203 | 325 | 46 |
Bars Traded | 22844 | 20188 | 2656 | 22844 | 20188 | 2656 |
Profit Streak | 0.5568 | 0.5568 | 1.8346 | 0.5568 | 0.5568 | 1.8346 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -103538 | 75939 | 562724 | -103444 | 170815 | 483405 |
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 2 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 212, "offset": 0, "scalar": 4 } }, "second_band": { "type": "ssf", "factors": { "length": 135, "offset": 0, "poles": 2 } } }
# | 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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