Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 38107.9638 | -11352.179 | 49460.1428 | 22432.8403 | -23799.049 | 46231.8892 |
Total P&L (%) | 38.108 | -11.3522 | 49.4601 | 22.4328 | -23.799 | 46.2319 |
Avg Daily Profit (%) | 0.1463 | -0.0436 | 0.1899 | 0.0777 | -0.1043 | 0.146 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -54274 | -36296 | -40515 | -89505 | -52221 | -71170 |
Profit Factor | 1.2299 | 0.8466 | 1.5388 | 1.0925 | 0.7755 | 1.3389 |
Total Trades | 90 | 45 | 45 | 90 | 45 | 45 |
Winning Trades | 57 | 24 | 33 | 57 | 24 | 33 |
Losing Trades | 33 | 21 | 12 | 33 | 21 | 12 |
Profitability (%) | 63.3333 | 53.3333 | 73.3333 | 63.3333 | 53.3333 | 73.3333 |
Ratio Avg Win / Avg Loss | 0.712 | 0.7407 | 0.5596 | 0.6325 | 0.6786 | 0.4869 |
Largest Winning Trade | 11821 | 8378 | 11821 | 15815 | 9291 | 15815 |
Largest Losing Trade | -26862 | -19269 | -26862 | -37420 | -28324 | -37420 |
Avg Bars in Trades | 273 | 113 | 434 | 273 | 113 | 434 |
Avg Bars in Winners | 200 | 79 | 287 | 200 | 79 | 287 |
Avg Bars in Losers | 401 | 151 | 838 | 401 | 151 | 838 |
Bars Traded | 24654 | 5092 | 19562 | 24654 | 5092 | 19562 |
Profit Streak | 0 | 0 | 11.9161 | 0 | 0 | 11.9161 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -1246 | -581675 | 317243 | -213973 | -581675 | 60273 |
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 70, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 243, "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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