Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1620099.8619 | 1624272.1958 | -4172.3339 | 1611279.0171 | 50689499.9283 | -49078220.9112 |
Total P&L (%) | 1620.0999 | 1624.2722 | -4.1723 | 1611.279 | 50689.4999 | -49078.2209 |
Avg Daily Profit (%) | 0.7168 | 0.7186 | -0.0018 | 0.1257 | 0.276 | 0 |
Buy And Hold Return (%) | 8836.141 | 8836.141 | 8836.141 | 8836.141 | 8836.141 | 8836.141 |
Max Trade Drawdown | -148756 | -94884 | -119096 | -43464884 | -5985608 | -51717205 |
Profit Factor | 5.1341 | 10.3766 | 0.9809 | 1.0226 | 6.3358 | 0.2068 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Losing Trades | 17 | 8 | 9 | 17 | 8 | 9 |
Profitability (%) | 71.1864 | 72.4138 | 70 | 71.1864 | 72.4138 | 70 |
Ratio Avg Win / Avg Loss | 2.0781 | 3.953 | 0.4204 | 0.4139 | 2.4136 | 0.0886 |
Largest Winning Trade | 864283 | 864283 | 33764 | 35780861 | 35780861 | 2306223 |
Largest Losing Trade | -86539 | -52674 | -86539 | -37426769 | -3227647 | -37426769 |
Avg Bars in Trades | 205 | 389 | 27 | 205 | 389 | 27 |
Avg Bars in Winners | 104 | 187 | 20 | 104 | 187 | 20 |
Avg Bars in Losers | 455 | 918 | 44 | 455 | 918 | 44 |
Bars Traded | 12119 | 11283 | 836 | 12119 | 11283 | 836 |
Profit Streak | 121.0933 | 121.0933 | 276.76 | 121.0933 | 121.0933 | 276.76 |
Trades During Streak | 5 | 2 | 3 | 5 | 2 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -320762 | -140970 | -576605 | -563239 | 726564 | -576605 |
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{ "first_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sma", "factors": { "length": 204, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 51, "offset": 0, "scalar": 4 } }, "second_band": { "type": "sma", "factors": { "length": 204, "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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