Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 31279.5793 | 28207.3009 | 3072.2784 | 34325.1793 | 30335.139 | 3990.0403 |
Total P&L (%) | 31.2796 | 28.2073 | 3.0723 | 34.3252 | 30.3351 | 3.99 |
Avg Daily Profit (%) | 0.6006 | 0.5416 | 0.059 | 0.5682 | 0.51 | 0.0752 |
Buy And Hold Return (%) | 15.2338 | 15.2338 | 15.2338 | 15.2338 | 15.2338 | 15.2338 |
Max Trade Drawdown | -6851 | -6611 | -4510 | -7087 | -6838 | -4425 |
Profit Factor | 2.0908 | 2.5751 | 1.2853 | 2.1708 | 2.6662 | 1.3591 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 25 | 12 | 13 | 25 | 12 | 13 |
Profitability (%) | 57.6271 | 58.6207 | 56.6667 | 57.6271 | 58.6207 | 56.6667 |
Ratio Avg Win / Avg Loss | 1.5373 | 1.8177 | 0.9829 | 1.5961 | 1.882 | 1.0393 |
Largest Winning Trade | 8697 | 8697 | 3128 | 9425 | 9425 | 3918 |
Largest Losing Trade | -6611 | -6611 | -2325 | -6838 | -6838 | -2403 |
Avg Bars in Trades | 382 | 686 | 88 | 382 | 686 | 88 |
Avg Bars in Winners | 364 | 673 | 55 | 364 | 673 | 55 |
Avg Bars in Losers | 407 | 706 | 131 | 407 | 706 | 131 |
Bars Traded | 22584 | 19919 | 2665 | 22584 | 19919 | 2665 |
Profit Streak | 6.689 | 8.5078 | 6.689 | 6.689 | 8.5078 | 6.689 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170373 | 294341 | -280710 | -169163 | 324471 | -257045 |
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 167, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 4 } }, "second_band": { "type": "rma", "factors": { "length": 167, "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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