Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212648.7607 | 229103.6959 | -16454.9352 | -11251.6662 | 82218.4857 | -93470.1519 |
Total P&L (%) | 212.6488 | 229.1037 | -16.4549 | -11.2517 | 82.2185 | -93.4702 |
Avg Daily Profit (%) | 0.2041 | 0.2199 | -0.0158 | -0.0115 | 0.0576 | -0.2616 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -101614 | -102987 | -76019 | -162408 | -121698 | -149371 |
Profit Factor | 1.3766 | 1.5571 | 0.8928 | 0.9849 | 1.1584 | 0.5834 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 82 | 39 | 43 | 82 | 39 | 43 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 65.6 | 62.9032 | 68.254 | 65.6 | 62.9032 | 68.254 |
Ratio Avg Win / Avg Loss | 0.7219 | 0.9183 | 0.4152 | 0.5165 | 0.6831 | 0.2714 |
Largest Winning Trade | 101102 | 101102 | 13805 | 90093 | 90093 | 12737 |
Largest Losing Trade | -56046 | -50207 | -56046 | -115323 | -93403 | -115323 |
Avg Bars in Trades | 188 | 363 | 17 | 188 | 363 | 17 |
Avg Bars in Winners | 120 | 237 | 14 | 120 | 237 | 14 |
Avg Bars in Losers | 319 | 576 | 23 | 319 | 576 | 23 |
Bars Traded | 23609 | 22522 | 1087 | 23609 | 22522 | 1087 |
Profit Streak | 37.6466 | 37.6466 | 51.1049 | 37.6466 | 37.6466 | 51.1049 |
Trades During Streak | 3 | 1 | 4 | 3 | 1 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371832 | -144182 | -723334 | -576991 | -315941 | -723334 |
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{ "first_band": { "type": "kcl", "factors": { "length": 35, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 67, "offset": 0 } } }
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# | 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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