Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 215483.3031 | 142359.3702 | 73123.9329 | 91083.3607 | -12425.3689 | 103508.7296 |
Total P&L (%) | 215.4833 | 142.3594 | 73.1239 | 91.0834 | -12.4254 | 103.5087 |
Avg Daily Profit (%) | 0.2069 | 0.1367 | 0.0702 | 0.0622 | -0.0127 | 0.0682 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -90278 | -84455 | -33964 | -107754 | -145440 | -34154 |
Profit Factor | 1.4287 | 1.4075 | 1.4773 | 1.1581 | 0.971 | 1.6986 |
Total Trades | 111 | 55 | 56 | 111 | 55 | 56 |
Winning Trades | 68 | 32 | 36 | 68 | 32 | 36 |
Losing Trades | 43 | 23 | 20 | 43 | 23 | 20 |
Profitability (%) | 61.2613 | 58.1818 | 64.2857 | 61.2613 | 58.1818 | 64.2857 |
Ratio Avg Win / Avg Loss | 0.9035 | 1.0116 | 0.8207 | 0.7323 | 0.6979 | 0.9437 |
Largest Winning Trade | 61053 | 61053 | 36666 | 65107 | 65107 | 62973 |
Largest Losing Trade | -53959 | -53959 | -29251 | -65390 | -65390 | -31909 |
Avg Bars in Trades | 221 | 360 | 85 | 221 | 360 | 85 |
Avg Bars in Winners | 174 | 300 | 62 | 174 | 300 | 62 |
Avg Bars in Losers | 295 | 442 | 126 | 295 | 442 | 126 |
Bars Traded | 24561 | 19801 | 4760 | 24561 | 19801 | 4760 |
Profit Streak | 14.874 | 0 | 43.2074 | 14.874 | 0 | 43.2074 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 332138 | -188832 | -277354 | -155870 | -759772 | -279032 |
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{ "first_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 190, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 173, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 190, "offset": 0 } } }
# | 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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