Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 426502.7841 | 389542.8338 | 36959.9503 | 30221.0575 | -150206.2853 | 180427.3429 |
Total P&L (%) | 426.5028 | 389.5428 | 36.96 | 30.2211 | -150.2063 | 180.4273 |
Avg Daily Profit (%) | 0.2278 | 0.2081 | 0.0197 | 0.0141 | 0 | 0.0551 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -177074 | -147749 | -97661 | -1035532 | -1029354 | -432510 |
Profit Factor | 1.9741 | 2.5888 | 1.1918 | 1.0165 | 0.8776 | 1.2987 |
Total Trades | 82 | 41 | 41 | 82 | 41 | 41 |
Winning Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Losing Trades | 37 | 23 | 14 | 37 | 23 | 14 |
Profitability (%) | 54.878 | 43.9024 | 65.8537 | 54.878 | 43.9024 | 65.8537 |
Ratio Avg Win / Avg Loss | 1.6231 | 3.3079 | 0.618 | 0.8358 | 1.1214 | 0.6734 |
Largest Winning Trade | 442094 | 442094 | 32613 | 477551 | 477551 | 155941 |
Largest Losing Trade | -52135 | -52135 | -51046 | -518932 | -518932 | -270690 |
Avg Bars in Trades | 64 | 52 | 76 | 64 | 52 | 76 |
Avg Bars in Winners | 82 | 75 | 86 | 82 | 75 | 86 |
Avg Bars in Losers | 43 | 35 | 57 | 43 | 35 | 57 |
Bars Traded | 5318 | 2165 | 3154 | 5318 | 2165 | 3154 |
Profit Streak | 49.364 | 100.364 | 49.364 | 49.364 | 100.364 | 49.364 |
Trades During Streak | 4 | 2 | 2 | 4 | 2 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 178148 | 404968 | -177090 | -387794 | -580488 | -117865 |
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{ "first_band": { "type": "fwma", "factors": { "length": 94, "offset": 187 } }, "second_band": { "type": "kcl", "factors": { "length": 249, "offset": 0, "scalar": 1 } } }
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# | 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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