Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 117573.2502 | 84074.2692 | 33498.981 | 143043.2845 | 76260.9335 | 66782.351 |
Total P&L (%) | 117.5733 | 84.0743 | 33.499 | 143.0433 | 76.2609 | 66.7824 |
Avg Daily Profit (%) | 1.3544 | 0.9685 | 0.3859 | 1.0283 | 0.6551 | 0.591 |
Buy And Hold Return (%) | 18.4543 | 18.4543 | 18.4543 | 18.4543 | 18.4543 | 18.4543 |
Max Trade Drawdown | -27505 | -22158 | -5420 | -29431 | -38622 | -6101 |
Profit Factor | 2.6607 | 2.456 | 3.5659 | 2.1873 | 1.7611 | 4.2932 |
Total Trades | 65 | 32 | 33 | 65 | 32 | 33 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 32 | 20 | 12 | 32 | 20 | 12 |
Profitability (%) | 50.7692 | 37.5 | 63.6364 | 50.7692 | 37.5 | 63.6364 |
Ratio Avg Win / Avg Loss | 2.5801 | 4.0934 | 2.0377 | 2.121 | 2.9352 | 2.4533 |
Largest Winning Trade | 86310 | 86310 | 8133 | 88224 | 88224 | 17022 |
Largest Losing Trade | -8091 | -8091 | -2448 | -16580 | -16580 | -6101 |
Avg Bars in Trades | 372 | 645 | 108 | 372 | 645 | 108 |
Avg Bars in Winners | 431 | 976 | 119 | 431 | 976 | 119 |
Avg Bars in Losers | 312 | 447 | 89 | 312 | 447 | 89 |
Bars Traded | 24242 | 20655 | 3587 | 24242 | 20655 | 3587 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -119960 | 324269 | 284634 | -120737 | 212577 | 557084 |
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 113, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 2 } }, "second_band": { "type": "sma", "factors": { "length": 113, "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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