Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73575.3937 | 24815.0915 | 48760.3022 | 78722.2008 | 30159.01 | 48563.1908 |
Total P&L (%) | 73.5754 | 24.8151 | 48.7603 | 78.7222 | 30.159 | 48.5632 |
Avg Daily Profit (%) | 0.2825 | 0.0953 | 0.1872 | 0.2232 | 0.1013 | 0.1521 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -23284 | -26915 | -17677 | -32142 | -32779 | -24228 |
Profit Factor | 1.4368 | 1.2463 | 1.7203 | 1.3759 | 1.2507 | 1.5449 |
Total Trades | 101 | 50 | 51 | 101 | 50 | 51 |
Winning Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Losing Trades | 30 | 15 | 15 | 30 | 15 | 15 |
Profitability (%) | 70.297 | 70 | 70.5882 | 70.297 | 70 | 70.5882 |
Ratio Avg Win / Avg Loss | 0.6071 | 0.5341 | 0.7168 | 0.5814 | 0.536 | 0.6437 |
Largest Winning Trade | 12324 | 9517 | 12324 | 11272 | 10720 | 11272 |
Largest Losing Trade | -20046 | -20046 | -17677 | -24228 | -20690 | -24228 |
Avg Bars in Trades | 237 | 281 | 194 | 237 | 281 | 194 |
Avg Bars in Winners | 138 | 167 | 110 | 138 | 167 | 110 |
Avg Bars in Losers | 470 | 546 | 395 | 470 | 546 | 395 |
Bars Traded | 23995 | 14068 | 9927 | 23995 | 14068 | 9927 |
Profit Streak | 2.8231 | 8.646 | 2.8231 | 2.8231 | 8.646 | 2.8231 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 306576 | -249081 | -173545 | 274935 | -240502 | -174431 |
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{ "first_band": { "type": "kcl", "factors": { "length": 56, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 50, "offset": 209 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 56, "offset": 0, "scalar": 2 } }, "second_band": { "type": "rma", "factors": { "length": 50, "offset": 209 } } }
# | 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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