Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1683588.849 | 1679198.7744 | 4390.0745 | 8463434.8199 | 45071628.5315 | -36608193.7116 |
Total P&L (%) | 1683.5888 | 1679.1988 | 4.3901 | 8463.4348 | 45071.6285 | -36608.1937 |
Avg Daily Profit (%) | 0.9064 | 0.904 | 0.0024 | 0.2399 | 0.3296 | 0 |
Buy And Hold Return (%) | 8937.5377 | 8937.5377 | 8937.5377 | 8937.5377 | 8937.5377 | 8937.5377 |
Max Trade Drawdown | -163382 | -37209 | -160370 | -50187986 | -7466734 | -50146379 |
Profit Factor | 5.6782 | 11.563 | 1.0219 | 1.1 | 2.549 | 0.3407 |
Total Trades | 60 | 30 | 30 | 60 | 30 | 30 |
Winning Trades | 20 | 12 | 8 | 20 | 12 | 8 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 33.3333 | 40 | 26.6667 | 33.3333 | 40 | 26.6667 |
Ratio Avg Win / Avg Loss | 11.3565 | 17.3445 | 2.8101 | 2.2 | 3.8235 | 0.9369 |
Largest Winning Trade | 1106337 | 1106337 | 60220 | 41843423 | 41843423 | 6452950 |
Largest Losing Trade | -30251 | -25244 | -30251 | -17773180 | -5964972 | -17773180 |
Avg Bars in Trades | 56 | 41 | 70 | 56 | 41 | 70 |
Avg Bars in Winners | 112 | 78 | 164 | 112 | 78 | 164 |
Avg Bars in Losers | 28 | 17 | 36 | 28 | 17 | 36 |
Bars Traded | 3376 | 1258 | 2118 | 3376 | 1258 | 2118 |
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 | -324486 | -147929 | -573330 | -447056 | 315518 | -603294 |
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{ "first_band": { "type": "sma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 11, "offset": 0, "scalar": 2 } } }
# | 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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