Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 64265.7157 | 8621.3752 | 55644.3405 | 60974.3801 | 7783.6814 | 53190.6988 |
Total P&L (%) | 64.2657 | 8.6214 | 55.6443 | 60.9744 | 7.7837 | 53.1907 |
Avg Daily Profit (%) | 0.2468 | 0.0331 | 0.2137 | 0.183 | 0.0288 | 0.1639 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -29382 | -33490 | -29836 | -37307 | -36195 | -34623 |
Profit Factor | 1.3415 | 1.0795 | 1.6972 | 1.2705 | 1.061 | 1.5437 |
Total Trades | 107 | 53 | 54 | 107 | 53 | 54 |
Winning Trades | 76 | 37 | 39 | 76 | 37 | 39 |
Losing Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Profitability (%) | 71.028 | 69.8113 | 72.2222 | 71.028 | 69.8113 | 72.2222 |
Ratio Avg Win / Avg Loss | 0.5472 | 0.4668 | 0.6528 | 0.5182 | 0.4588 | 0.5937 |
Largest Winning Trade | 11539 | 11539 | 9259 | 12779 | 12779 | 8734 |
Largest Losing Trade | -17124 | -17124 | -14058 | -18838 | -18783 | -18838 |
Avg Bars in Trades | 222 | 253 | 192 | 222 | 253 | 192 |
Avg Bars in Winners | 158 | 178 | 138 | 158 | 178 | 138 |
Avg Bars in Losers | 380 | 426 | 331 | 380 | 426 | 331 |
Bars Traded | 23802 | 13413 | 10389 | 23802 | 13413 | 10389 |
Profit Streak | 16.7573 | 24.1844 | 16.7573 | 16.7573 | 24.1844 | 16.7573 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 350473 | -626522 | -170282 | 307335 | -652651 | -171403 |
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{ "first_band": { "type": "kcl", "factors": { "length": 121, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 58, "offset": 222 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 121, "offset": 0, "scalar": 1 } }, "second_band": { "type": "ema", "factors": { "length": 58, "offset": 222 } } }
# | 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) |
---|