Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 163552.0772 | 179687.0087 | -16134.9315 | -24517.129 | 1532.5777 | -26049.7067 |
Total P&L (%) | 163.5521 | 179.687 | -16.1349 | -24.5171 | 1.5326 | -26.0497 |
Avg Daily Profit (%) | 0.157 | 0.1725 | -0.0155 | -0.027 | 0.0015 | -0.029 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -97174 | -89503 | -55388 | -112939 | -99106 | -60243 |
Profit Factor | 1.3138 | 1.4506 | 0.8683 | 0.948 | 1.0043 | 0.7676 |
Total Trades | 172 | 86 | 86 | 172 | 86 | 86 |
Winning Trades | 87 | 41 | 46 | 87 | 41 | 46 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 50.5814 | 47.6744 | 53.4884 | 50.5814 | 47.6744 | 53.4884 |
Ratio Avg Win / Avg Loss | 1.2836 | 1.5921 | 0.755 | 0.9262 | 1.1022 | 0.6675 |
Largest Winning Trade | 180530 | 180530 | 8068 | 75965 | 75965 | 8605 |
Largest Losing Trade | -39801 | -39801 | -11922 | -45869 | -45869 | -15600 |
Avg Bars in Trades | 143 | 260 | 25 | 143 | 260 | 25 |
Avg Bars in Winners | 141 | 272 | 24 | 141 | 272 | 24 |
Avg Bars in Losers | 144 | 249 | 27 | 144 | 249 | 27 |
Bars Traded | 24633 | 22407 | 2226 | 24633 | 22407 | 2226 |
Profit Streak | 0 | 11.0236 | 0 | 0 | 11.0236 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 302323 | 337193 | -580372 | -579801 | -572612 | -580372 |
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{ "first_band": { "type": "kcl", "factors": { "length": 225, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 132, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 225, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 132, "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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