Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 47200.4781 | 29609.5447 | 17590.9334 | 32777.2938 | 30842.1032 | 1935.1906 |
Total P&L (%) | 47.2005 | 29.6095 | 17.5909 | 32.7773 | 30.8421 | 1.9352 |
Avg Daily Profit (%) | 0.3398 | 0.2132 | 0.1266 | 0.2043 | 0.1937 | 0.0138 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29017 | -16953 | -36459 | -37496 | -18635 | -49374 |
Profit Factor | 1.2877 | 1.5487 | 1.1598 | 1.1746 | 1.5275 | 1.015 |
Total Trades | 112 | 56 | 56 | 112 | 56 | 56 |
Winning Trades | 86 | 41 | 45 | 86 | 41 | 45 |
Losing Trades | 26 | 15 | 11 | 26 | 15 | 11 |
Profitability (%) | 76.7857 | 73.2143 | 80.3571 | 76.7857 | 73.2143 | 80.3571 |
Ratio Avg Win / Avg Loss | 0.3893 | 0.5666 | 0.2835 | 0.3551 | 0.5589 | 0.2481 |
Largest Winning Trade | 8731 | 8598 | 8731 | 9455 | 9455 | 9374 |
Largest Losing Trade | -28576 | -14413 | -28576 | -34126 | -14420 | -34126 |
Avg Bars in Trades | 115 | 78 | 153 | 115 | 78 | 153 |
Avg Bars in Winners | 79 | 55 | 101 | 79 | 55 | 101 |
Avg Bars in Losers | 235 | 140 | 365 | 235 | 140 | 365 |
Bars Traded | 12987 | 4394 | 8593 | 12987 | 4394 | 8593 |
Profit Streak | 147.4038 | 147.4038 | 151.8621 | 147.4038 | 147.4038 | 151.8621 |
Trades During Streak | 10 | 5 | 7 | 10 | 5 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 338718 | -172889 | -255352 | -21490 | -173075 | -722349 |
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{ "first_band": { "type": "ema", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 138, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "ema", "factors": { "length": 35, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 138, "offset": 0, "scalar": 1 } } }
# | 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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