Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 21899.299 | -4419.9025 | 26319.2015 | 23210.7267 | -5989.9621 | 29200.6888 |
Total P&L (%) | 21.8993 | -4.4199 | 26.3192 | 23.2107 | -5.99 | 29.2007 |
Avg Daily Profit (%) | 0.4205 | -0.0849 | 0.5054 | 0.4016 | -0.1185 | 0.4931 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -6617 | -9136 | -4711 | -8644 | -11413 | -5972 |
Profit Factor | 1.6426 | 0.7399 | 2.5402 | 1.5676 | 0.7065 | 2.4257 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 40 | 16 | 24 | 40 | 16 | 24 |
Losing Trades | 27 | 18 | 9 | 27 | 18 | 9 |
Profitability (%) | 59.7015 | 47.0588 | 72.7273 | 59.7015 | 47.0588 | 72.7273 |
Ratio Avg Win / Avg Loss | 1.1088 | 0.8323 | 0.9526 | 1.0581 | 0.7948 | 0.9096 |
Largest Winning Trade | 4111 | 1965 | 4111 | 4507 | 2417 | 4507 |
Largest Losing Trade | -4101 | -3831 | -4101 | -4791 | -4791 | -4621 |
Avg Bars in Trades | 332 | 76 | 597 | 332 | 76 | 597 |
Avg Bars in Winners | 289 | 73 | 433 | 289 | 73 | 433 |
Avg Bars in Losers | 397 | 78 | 1034 | 397 | 78 | 1034 |
Bars Traded | 22295 | 2588 | 19707 | 22295 | 2588 | 19707 |
Profit Streak | 0 | 0 | 4.8445 | 0 | 0 | 4.8445 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -115361 | -583440 | 407344 | -114928 | -583440 | 404850 |
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{ "first_band": { "type": "sma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 76, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 179, "offset": 0, "scalar": 3 } } }
# | 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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