Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1180234.3164 | 32938.9673 | -1213173.2837 | -1165724.0619 | -7582072.9259 | 6416348.864 |
Total P&L (%) | -1180.2343 | 32.939 | -1213.1733 | -1165.7241 | -7582.0729 | 6416.3489 |
Avg Daily Profit (%) | -0.6477 | 0.0181 | -0.6658 | 0 | 0 | 0.2295 |
Buy And Hold Return (%) | 731.443 | 731.443 | 731.443 | 731.443 | 731.443 | 731.443 |
Max Trade Drawdown | -1319279 | -156161 | -1282419 | -18085361 | -13690385 | -4527346 |
Profit Factor | 0.3773 | 1.1035 | 0.2307 | 0.9599 | 0.5484 | 1.5211 |
Total Trades | 80 | 40 | 40 | 80 | 40 | 40 |
Winning Trades | 47 | 24 | 23 | 40 | 19 | 21 |
Losing Trades | 33 | 16 | 17 | 40 | 21 | 19 |
Profitability (%) | 58.75 | 60 | 57.5 | 50 | 47.5 | 52.5 |
Ratio Avg Win / Avg Loss | 0.2649 | 0.7357 | 0.1706 | 0.9599 | 0.6061 | 1.3762 |
Largest Winning Trade | 45402 | 37773 | 45402 | 10793526 | 2528448 | 10793526 |
Largest Losing Trade | -687417 | -79163 | -687417 | -12176065 | -12176065 | -2656725 |
Avg Bars in Trades | 264 | 217 | 310 | 264 | 217 | 310 |
Avg Bars in Winners | 173 | 148 | 200 | 277 | 226 | 322 |
Avg Bars in Losers | 392 | 320 | 460 | 251 | 208 | 298 |
Bars Traded | 21128 | 8696 | 12432 | 21128 | 8696 | 12432 |
Profit Streak | 0 | 0 | 0 | 73.3464 | 73.3464 | 91.5131 |
Trades During Streak | 0 | 0 | 0 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -603143 | -441497 | -579777 | -603589 | -581164 | 382883 |
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{ "first_band": { "type": "sma", "factors": { "length": 118, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 239, "offset": 0, "scalar": 1 } } }
# | 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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