Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 70327.4117 | 50773.3606 | 19554.0511 | 91853.9472 | 63688.2363 | 28165.7108 |
Total P&L (%) | 70.3274 | 50.7734 | 19.5541 | 91.8539 | 63.6882 | 28.1657 |
Avg Daily Profit (%) | 0.8101 | 0.5849 | 0.2253 | 0.7534 | 0.5693 | 0.2863 |
Buy And Hold Return (%) | 32.824 | 32.824 | 32.824 | 32.824 | 32.824 | 32.824 |
Max Trade Drawdown | -17510 | -12708 | -2967 | -20719 | -18344 | -4449 |
Profit Factor | 2.1293 | 1.9968 | 2.7239 | 2.1389 | 1.9716 | 2.8644 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 56 | 25 | 31 | 56 | 25 | 31 |
Losing Trades | 27 | 16 | 11 | 27 | 16 | 11 |
Profitability (%) | 67.4699 | 60.9756 | 73.8095 | 67.4699 | 60.9756 | 73.8095 |
Ratio Avg Win / Avg Loss | 1.0266 | 1.278 | 0.9665 | 1.0312 | 1.2618 | 1.0164 |
Largest Winning Trade | 10762 | 10762 | 3003 | 13208 | 13208 | 4913 |
Largest Losing Trade | -10353 | -10353 | -2562 | -13681 | -13681 | -3780 |
Avg Bars in Trades | 293 | 543 | 48 | 293 | 543 | 48 |
Avg Bars in Winners | 241 | 487 | 42 | 241 | 487 | 42 |
Avg Bars in Losers | 400 | 631 | 64 | 400 | 631 | 64 |
Bars Traded | 24324 | 22295 | 2030 | 24324 | 22295 | 2030 |
Profit Streak | 3.8172 | 9.904 | 3.8172 | 3.8172 | 9.904 | 3.8172 |
Trades During Streak | 4 | 6 | 2 | 4 | 6 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 345777 | 174928 | -153713 | 427119 | 262808 | -151253 |
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{ "first_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 171, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 132, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 171, "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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