Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 16009376.5993 | 16028685.0893 | -19308.49 | 5929593.0541 | 8467827.7856 | -2538234.7314 |
Total P&L (%) | 16009.3766 | 16028.6851 | -19.3085 | 5929.5931 | 8467.8278 | -2538.2347 |
Avg Daily Profit (%) | 7.0573 | 7.0658 | -0.0085 | 0.1809 | 0.1964 | 0 |
Buy And Hold Return (%) | 9254.2831 | 9254.2831 | 9254.2831 | 9254.2831 | 9254.2831 | 9254.2831 |
Max Trade Drawdown | -142510 | -124172 | -59231 | -10901107 | -8823808 | -8656918 |
Profit Factor | 32.1957 | 49.8181 | 0.8955 | 1.1805 | 1.4509 | 0.8197 |
Total Trades | 74 | 37 | 37 | 74 | 37 | 37 |
Winning Trades | 34 | 16 | 18 | 34 | 16 | 18 |
Losing Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Profitability (%) | 45.9459 | 43.2432 | 48.6486 | 45.9459 | 43.2432 | 48.6486 |
Ratio Avg Win / Avg Loss | 37.8773 | 65.3863 | 0.9453 | 1.3888 | 1.9043 | 0.8652 |
Largest Winning Trade | 15796830 | 15796830 | 28883 | 10167781 | 10167781 | 2397142 |
Largest Losing Trade | -58739 | -45921 | -58739 | -8584058 | -3489999 | -8584058 |
Avg Bars in Trades | 175 | 296 | 55 | 175 | 296 | 55 |
Avg Bars in Winners | 182 | 330 | 51 | 182 | 330 | 51 |
Avg Bars in Losers | 169 | 269 | 59 | 169 | 269 | 59 |
Bars Traded | 13007 | 10956 | 2051 | 13007 | 10956 | 2051 |
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 | -54571 | 474281 | -581298 | -250259 | -158276 | -581298 |
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{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 158, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 129, "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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