Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 716866.5529 | 645913.134 | 70953.4189 | 1237716.5504 | 2793198.2028 | -1555481.6524 |
Total P&L (%) | 716.8666 | 645.9131 | 70.9534 | 1237.7166 | 2793.1982 | -1555.4817 |
Avg Daily Profit (%) | 0.3944 | 0.3554 | 0.039 | 0.1428 | 0.1853 | 0 |
Buy And Hold Return (%) | 590.7917 | 590.7917 | 590.7917 | 590.7917 | 590.7917 | 590.7917 |
Max Trade Drawdown | -125538 | -45380 | -94908 | -3949383 | -1540623 | -2408760 |
Profit Factor | 2.6887 | 5.5099 | 1.2523 | 1.1638 | 2.212 | 0.7037 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 50.7042 | 47.2222 | 54.2857 | 50.7042 | 47.2222 | 54.2857 |
Ratio Avg Win / Avg Loss | 2.614 | 6.1581 | 1.0545 | 1.1315 | 2.4722 | 0.5926 |
Largest Winning Trade | 298789 | 298789 | 69639 | 2427944 | 2427944 | 964140 |
Largest Losing Trade | -52137 | -29817 | -52137 | -1150266 | -1031027 | -1150266 |
Avg Bars in Trades | 140 | 50 | 233 | 140 | 50 | 233 |
Avg Bars in Winners | 202 | 63 | 326 | 202 | 63 | 326 |
Avg Bars in Losers | 77 | 38 | 123 | 77 | 38 | 123 |
Bars Traded | 9998 | 1813 | 8185 | 9998 | 1813 | 8185 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -175744 | -120298 | -306194 | -139738 | 340703 | -580232 |
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{ "first_band": { "type": "sma", "factors": { "length": 7, "offset": 178 } }, "second_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 7, "offset": 178 } }, "second_band": { "type": "kcl", "factors": { "length": 180, "offset": 0, "scalar": 5 } } }
# | 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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