Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -1099009.868 | 81456.2871 | -1180466.1552 | 5911241.9273 | 1579146.8179 | 4332095.1094 |
Total P&L (%) | -1099.0099 | 81.4563 | -1180.4662 | 5911.2419 | 1579.1468 | 4332.0951 |
Avg Daily Profit (%) | -0.5276 | 0.0391 | -0.5667 | 0.1968 | 0.1355 | 0.1822 |
Buy And Hold Return (%) | 523.8245 | 523.8245 | 523.8245 | 523.8245 | 523.8245 | 523.8245 |
Max Trade Drawdown | -1288640 | -52065 | -1186955 | -1485233 | -387149 | -1516001 |
Profit Factor | 0.3909 | 1.5804 | 0.2906 | 2.2332 | 2.3993 | 2.1821 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 58 | 28 | 30 | 54 | 25 | 29 |
Losing Trades | 29 | 16 | 13 | 33 | 19 | 14 |
Profitability (%) | 66.6667 | 63.6364 | 69.7674 | 62.069 | 56.8182 | 67.4419 |
Ratio Avg Win / Avg Loss | 0.1955 | 0.9031 | 0.1259 | 1.3648 | 1.8235 | 1.0534 |
Largest Winning Trade | 49416 | 31046 | 49416 | 1454030 | 339953 | 1454030 |
Largest Losing Trade | -850849 | -35141 | -850849 | -1014295 | -387149 | -1014295 |
Avg Bars in Trades | 279 | 31 | 532 | 279 | 31 | 532 |
Avg Bars in Winners | 168 | 21 | 306 | 255 | 25 | 453 |
Avg Bars in Losers | 499 | 48 | 1054 | 317 | 38 | 695 |
Bars Traded | 24283 | 1387 | 22896 | 24283 | 1387 | 22896 |
Profit Streak | 0 | 0 | 63.6338 | 0 | 0 | 63.6338 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -578107 | -304488 | -577605 | 476084 | -9294 | 496692 |
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{ "first_band": { "type": "sma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "sma", "factors": { "length": 26, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 93, "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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