Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 338912.1681 | 277476.6752 | 61435.4929 | 386631.8935 | 390199.6248 | -3567.7312 |
Total P&L (%) | 338.9122 | 277.4767 | 61.4355 | 386.6319 | 390.1996 | -3.5677 |
Avg Daily Profit (%) | 0.1627 | 0.1332 | 0.0295 | 0.076 | 0.0764 | -0.0017 |
Buy And Hold Return (%) | 50.2691 | 50.2691 | 50.2691 | 50.2691 | 50.2691 | 50.2691 |
Max Trade Drawdown | -114064 | -94371 | -76889 | -248074 | -205245 | -215890 |
Profit Factor | 1.6223 | 1.894 | 1.2623 | 1.305 | 1.5647 | 0.9938 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 99 | 48 | 51 | 99 | 48 | 51 |
Losing Trades | 39 | 21 | 18 | 39 | 21 | 18 |
Profitability (%) | 71.7391 | 69.5652 | 73.913 | 71.7391 | 69.5652 | 73.913 |
Ratio Avg Win / Avg Loss | 0.6391 | 0.8286 | 0.4455 | 0.5141 | 0.6845 | 0.3508 |
Largest Winning Trade | 60914 | 60914 | 17451 | 70323 | 70323 | 52750 |
Largest Losing Trade | -55772 | -55772 | -46284 | -205245 | -205245 | -183001 |
Avg Bars in Trades | 174 | 241 | 107 | 174 | 241 | 107 |
Avg Bars in Winners | 90 | 109 | 72 | 90 | 109 | 72 |
Avg Bars in Losers | 387 | 542 | 206 | 387 | 542 | 206 |
Bars Traded | 24087 | 16644 | 7442 | 24087 | 16644 | 7442 |
Profit Streak | 58.3012 | 80.2179 | 58.3012 | 58.3012 | 80.2179 | 58.3012 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 417106 | -113926 | -349979 | -88860 | -189554 | -678797 |
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{ "first_band": { "type": "kcl", "factors": { "length": 81, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 190, "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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