Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211538.1797 | 186902.5627 | 24635.617 | 115443.5872 | 72913.4196 | 42530.1675 |
Total P&L (%) | 211.5382 | 186.9026 | 24.6356 | 115.4436 | 72.9134 | 42.5302 |
Avg Daily Profit (%) | 0.4062 | 0.3589 | 0.0473 | 0.1475 | 0.1052 | 0.0681 |
Buy And Hold Return (%) | 20.1919 | 20.1919 | 20.1919 | 20.1919 | 20.1919 | 20.1919 |
Max Trade Drawdown | -69631 | -70737 | -21800 | -199471 | -200282 | -44849 |
Profit Factor | 2.0636 | 2.2981 | 1.4487 | 1.2794 | 1.2426 | 1.3777 |
Total Trades | 59 | 29 | 30 | 59 | 29 | 30 |
Winning Trades | 24 | 11 | 13 | 24 | 11 | 13 |
Losing Trades | 35 | 18 | 17 | 35 | 18 | 17 |
Profitability (%) | 40.678 | 37.931 | 43.3333 | 40.678 | 37.931 | 43.3333 |
Ratio Avg Win / Avg Loss | 3.0094 | 3.7605 | 1.8944 | 1.8658 | 2.0333 | 1.8016 |
Largest Winning Trade | 228163 | 228163 | 18674 | 218626 | 218626 | 39057 |
Largest Losing Trade | -18837 | -18837 | -9546 | -50067 | -50067 | -28637 |
Avg Bars in Trades | 401 | 702 | 111 | 401 | 702 | 111 |
Avg Bars in Winners | 748 | 1423 | 178 | 748 | 1423 | 178 |
Avg Bars in Losers | 163 | 261 | 60 | 163 | 261 | 60 |
Bars Traded | 23710 | 20359 | 3351 | 23710 | 20359 | 3351 |
Profit Streak | 0 | 80.0667 | 0 | 0 | 80.0667 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -170665 | 323994 | -228154 | -179930 | -58619 | -109772 |
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{ "first_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 213, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ema", "factors": { "length": 109, "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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