Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -510841.3302 | 36038.0555 | -546879.3857 | 6885723.2406 | 2374821.9812 | 4510901.2594 |
Total P&L (%) | -510.8413 | 36.0381 | -546.8794 | 6885.7232 | 2374.822 | 4510.9013 |
Avg Daily Profit (%) | -0.282 | 0.0199 | -0.3019 | 0.2347 | 0.1773 | 0.2117 |
Buy And Hold Return (%) | 482.4731 | 482.4731 | 482.4731 | 482.4731 | 482.4731 | 482.4731 |
Max Trade Drawdown | -723693 | -67414 | -698920 | -1482741 | -353422 | -1708599 |
Profit Factor | 0.4651 | 1.3382 | 0.3555 | 3.0922 | 4.0519 | 2.795 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 50 | 24 | 26 | 34 | 18 | 16 |
Losing Trades | 13 | 8 | 5 | 29 | 14 | 15 |
Profitability (%) | 79.3651 | 75 | 83.871 | 53.9683 | 56.25 | 51.6129 |
Ratio Avg Win / Avg Loss | 0.1209 | 0.4461 | 0.0684 | 2.6374 | 3.1515 | 2.6203 |
Largest Winning Trade | 25047 | 14498 | 25047 | 2947266 | 806894 | 2947266 |
Largest Losing Trade | -528632 | -67414 | -528632 | -1019219 | -207228 | -1019219 |
Avg Bars in Trades | 141 | 58 | 227 | 141 | 58 | 227 |
Avg Bars in Winners | 75 | 31 | 116 | 131 | 72 | 197 |
Avg Bars in Losers | 396 | 141 | 803 | 153 | 40 | 259 |
Bars Traded | 8924 | 1879 | 7045 | 8924 | 1879 | 7045 |
Profit Streak | 172.7577 | 172.7577 | 216.4244 | 172.7577 | 172.7577 | 216.4244 |
Trades During Streak | 6 | 3 | 5 | 6 | 3 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -726532 | -328847 | -575145 | -134804 | 564248 | 541750 |
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{ "first_band": { "type": "rma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "rma", "factors": { "length": 14, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 4 } } }
# | 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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