Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 369572.7499 | 262022.575 | 107550.1749 | 13384.6059 | -221053.9285 | 234438.5344 |
Total P&L (%) | 369.5728 | 262.0226 | 107.5502 | 13.3846 | -221.0539 | 234.4385 |
Avg Daily Profit (%) | 0.1942 | 0.1377 | 0.0565 | 0.0066 | 0 | 0.0635 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -195448 | -160471 | -115752 | -1662178 | -1280549 | -556958 |
Profit Factor | 1.3737 | 1.4179 | 1.2971 | 1.0026 | 0.9366 | 1.1466 |
Total Trades | 190 | 95 | 95 | 190 | 95 | 95 |
Winning Trades | 128 | 61 | 67 | 128 | 61 | 67 |
Losing Trades | 62 | 34 | 28 | 62 | 34 | 28 |
Profitability (%) | 67.3684 | 64.2105 | 70.5263 | 67.3684 | 64.2105 | 70.5263 |
Ratio Avg Win / Avg Loss | 0.6654 | 0.7903 | 0.5421 | 0.4857 | 0.522 | 0.4792 |
Largest Winning Trade | 47464 | 47464 | 26650 | 377648 | 377648 | 205563 |
Largest Losing Trade | -63273 | -60576 | -63273 | -579804 | -579804 | -504353 |
Avg Bars in Trades | 118 | 171 | 66 | 118 | 171 | 66 |
Avg Bars in Winners | 64 | 85 | 45 | 64 | 85 | 45 |
Avg Bars in Losers | 230 | 325 | 114 | 230 | 325 | 114 |
Bars Traded | 22538 | 16253 | 6285 | 22538 | 16253 | 6285 |
Profit Streak | 38.8837 | 48.3837 | 38.8837 | 38.8837 | 48.3837 | 38.8837 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402954 | -7242 | -115412 | -459027 | -577969 | -165496 |
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 125, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 67, "offset": 0, "scalar": 1 } }, "second_band": { "type": "sma", "factors": { "length": 125, "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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