Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -23535.8768 | 120845.8915 | -144381.7683 | 4801955.3633 | -1170662.046 | 5972617.4093 |
Total P&L (%) | -23.5359 | 120.8459 | -144.3818 | 4801.9554 | -1170.662 | 5972.6174 |
Avg Daily Profit (%) | -0.0109 | 0.0557 | -0.0666 | 0.1797 | 0 | 0.1896 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -397482 | -34668 | -438829 | -2689075 | -2343595 | -1808734 |
Profit Factor | 0.9635 | 2.4348 | 0.7426 | 1.5981 | 0.7352 | 2.6558 |
Total Trades | 70 | 35 | 35 | 70 | 35 | 35 |
Winning Trades | 52 | 24 | 28 | 42 | 20 | 22 |
Losing Trades | 18 | 11 | 7 | 28 | 15 | 13 |
Profitability (%) | 74.2857 | 68.5714 | 80 | 60 | 57.1429 | 62.8571 |
Ratio Avg Win / Avg Loss | 0.3335 | 1.1159 | 0.1857 | 1.0654 | 0.5514 | 1.5693 |
Largest Winning Trade | 48238 | 24563 | 48238 | 1860080 | 758090 | 1860080 |
Largest Losing Trade | -375876 | -29586 | -375876 | -2049759 | -2049759 | -1808734 |
Avg Bars in Trades | 116 | 46 | 186 | 116 | 46 | 186 |
Avg Bars in Winners | 63 | 28 | 94 | 84 | 34 | 129 |
Avg Bars in Losers | 267 | 86 | 553 | 164 | 62 | 281 |
Bars Traded | 8137 | 1626 | 6511 | 8137 | 1626 | 6511 |
Profit Streak | 177.9466 | 0 | 178.1966 | 177.9466 | 0 | 178.1966 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -675545 | -112568 | -576314 | -86849 | -579861 | 549196 |
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{ "first_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 174, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 20, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 174, "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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