Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -488542.2129 | 73519.5866 | -562061.7995 | 11770581.1322 | 3758077.0603 | 8012504.0719 |
Total P&L (%) | -488.5422 | 73.5196 | -562.0618 | 11770.5811 | 3758.0771 | 8012.5041 |
Avg Daily Profit (%) | -0.2682 | 0.0404 | -0.3085 | 0.2625 | 0.2007 | 0.2416 |
Buy And Hold Return (%) | 684.7776 | 684.7776 | 684.7776 | 684.7776 | 684.7776 | 684.7776 |
Max Trade Drawdown | -737837 | -76637 | -733926 | -3808720 | -1210630 | -4040703 |
Profit Factor | 0.5459 | 1.6351 | 0.4146 | 2.2476 | 2.7634 | 2.0971 |
Total Trades | 119 | 60 | 59 | 119 | 60 | 59 |
Winning Trades | 97 | 46 | 51 | 51 | 31 | 20 |
Losing Trades | 22 | 14 | 8 | 68 | 29 | 39 |
Profitability (%) | 81.5126 | 76.6667 | 86.4407 | 42.8571 | 51.6667 | 33.8983 |
Ratio Avg Win / Avg Loss | 0.1238 | 0.4977 | 0.065 | 2.9969 | 2.5851 | 4.0894 |
Largest Winning Trade | 32508 | 23520 | 32508 | 7403457 | 1024426 | 7403457 |
Largest Losing Trade | -647632 | -55204 | -647632 | -1685154 | -350768 | -1685154 |
Avg Bars in Trades | 50 | 13 | 87 | 50 | 13 | 87 |
Avg Bars in Winners | 25 | 7 | 41 | 43 | 15 | 87 |
Avg Bars in Losers | 160 | 33 | 382 | 55 | 10 | 88 |
Bars Traded | 5970 | 787 | 5183 | 5970 | 787 | 5183 |
Profit Streak | 89.1906 | 218.9406 | 0 | 89.1906 | 218.9406 | 0 |
Trades During Streak | 1 | 8 | 0 | 1 | 8 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -575589 | -468421 | -752943 | 394093 | -154896 | -170838 |
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 113, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 3, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 113, "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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