Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 52415.7286 | 26703.4275 | 25712.3011 | 17938.2167 | -25628.8721 | 43567.0889 |
Total P&L (%) | 52.4157 | 26.7034 | 25.7123 | 17.9382 | -25.6289 | 43.5671 |
Avg Daily Profit (%) | 0.6038 | 0.3076 | 0.2962 | 0.1902 | -0.3405 | 0.4174 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -61093 | -61479 | -4888 | -113479 | -114785 | -5567 |
Profit Factor | 1.313 | 1.1834 | 2.178 | 1.0696 | 0.8879 | 2.4962 |
Total Trades | 138 | 69 | 69 | 138 | 69 | 69 |
Winning Trades | 70 | 29 | 41 | 70 | 29 | 41 |
Losing Trades | 68 | 40 | 28 | 68 | 40 | 28 |
Profitability (%) | 50.7246 | 42.029 | 59.4203 | 50.7246 | 42.029 | 59.4203 |
Ratio Avg Win / Avg Loss | 1.2755 | 1.6322 | 1.4874 | 1.039 | 1.2247 | 1.7047 |
Largest Winning Trade | 76627 | 76627 | 6835 | 69508 | 69508 | 14805 |
Largest Losing Trade | -27577 | -27577 | -2695 | -45896 | -45896 | -2592 |
Avg Bars in Trades | 177 | 331 | 22 | 177 | 331 | 22 |
Avg Bars in Winners | 173 | 390 | 20 | 173 | 390 | 20 |
Avg Bars in Losers | 181 | 289 | 27 | 181 | 289 | 27 |
Bars Traded | 24492 | 22907 | 1585 | 24492 | 22907 | 1585 |
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 | 308741 | -119583 | -93866 | -146181 | -686115 | -89518 |
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 3 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 2 } }, "second_band": { "type": "ssf", "factors": { "length": 114, "offset": 0, "poles": 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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