Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 250902.8546 | 275443.2981 | -24540.4435 | -24938.9192 | 56176.8804 | -81115.7996 |
Total P&L (%) | 250.9029 | 275.4433 | -24.5404 | -24.9389 | 56.1769 | -81.1158 |
Avg Daily Profit (%) | 0.1352 | 0.1484 | -0.0132 | -0.0155 | 0.024 | -0.0898 |
Buy And Hold Return (%) | 13.2029 | 13.2029 | 13.2029 | 13.2029 | 13.2029 | 13.2029 |
Max Trade Drawdown | -167974 | -172232 | -56684 | -1463208 | -1462600 | -156543 |
Profit Factor | 1.5688 | 1.8023 | 0.749 | 0.9888 | 1.0292 | 0.7272 |
Total Trades | 83 | 41 | 42 | 83 | 41 | 42 |
Winning Trades | 51 | 27 | 24 | 51 | 27 | 24 |
Losing Trades | 32 | 14 | 18 | 32 | 14 | 18 |
Profitability (%) | 61.4458 | 65.8537 | 57.1429 | 61.4458 | 65.8537 | 57.1429 |
Ratio Avg Win / Avg Loss | 0.9844 | 0.9345 | 0.5618 | 0.6204 | 0.5336 | 0.5454 |
Largest Winning Trade | 107674 | 107674 | 11461 | 679803 | 679803 | 57639 |
Largest Losing Trade | -67232 | -67232 | -21860 | -961332 | -961332 | -82489 |
Avg Bars in Trades | 115 | 230 | 3 | 115 | 230 | 3 |
Avg Bars in Winners | 31 | 56 | 3 | 31 | 56 | 3 |
Avg Bars in Losers | 250 | 567 | 4 | 250 | 567 | 4 |
Bars Traded | 9615 | 9464 | 151 | 9615 | 9464 | 151 |
Profit Streak | 159.2961 | 159.2961 | 298.2961 | 159.2961 | 159.2961 | 298.2961 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -10614 | 303556 | -578563 | -578941 | -350222 | -578563 |
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 26, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 8, "offset": 0, "scalar": 3 } }, "second_band": { "type": "rma", "factors": { "length": 26, "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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