Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 113561.1749 | 15883.0832 | 97678.0918 | 176341.0671 | 27936.3789 | 148404.6882 |
Total P&L (%) | 113.5612 | 15.8831 | 97.6781 | 176.3411 | 27.9364 | 148.4047 |
Avg Daily Profit (%) | 0.4361 | 0.061 | 0.3751 | 0.3911 | 0.0946 | 0.35 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -22950 | -20117 | -19063 | -45927 | -31400 | -39034 |
Profit Factor | 1.9069 | 1.2894 | 2.3887 | 1.7895 | 1.3089 | 2.1164 |
Total Trades | 109 | 55 | 54 | 109 | 55 | 54 |
Winning Trades | 70 | 33 | 37 | 70 | 33 | 37 |
Losing Trades | 39 | 22 | 17 | 39 | 22 | 17 |
Profitability (%) | 64.2202 | 60 | 68.5185 | 64.2202 | 60 | 68.5185 |
Ratio Avg Win / Avg Loss | 1.0624 | 0.8596 | 1.0975 | 0.997 | 0.8726 | 0.9724 |
Largest Winning Trade | 10552 | 7445 | 10552 | 21228 | 9313 | 21228 |
Largest Losing Trade | -16499 | -16283 | -16499 | -34736 | -23503 | -34736 |
Avg Bars in Trades | 220 | 91 | 352 | 220 | 91 | 352 |
Avg Bars in Winners | 174 | 78 | 260 | 174 | 78 | 260 |
Avg Bars in Losers | 303 | 110 | 552 | 303 | 110 | 552 |
Bars Traded | 24079 | 5042 | 19037 | 24079 | 5042 | 19037 |
Profit Streak | 12.7782 | 12.7782 | 13.2053 | 12.7782 | 12.7782 | 13.2053 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 520312 | -301840 | -165414 | 438312 | -250506 | -167820 |
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 85, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 195, "offset": 0, "scalar": 2 } } }
# | 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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