Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 456580.5725 | 427082.7593 | 29497.8132 | 505811.147 | 740784.028 | -234972.8809 |
Total P&L (%) | 456.5806 | 427.0828 | 29.4978 | 505.8111 | 740.784 | -234.9729 |
Avg Daily Profit (%) | 0.2429 | 0.2272 | 0.0157 | 0.0959 | 0.1133 | 0 |
Buy And Hold Return (%) | 186.8281 | 186.8281 | 186.8281 | 186.8281 | 186.8281 | 186.8281 |
Max Trade Drawdown | -181906 | -154856 | -46851 | -1712847 | -1225077 | -580611 |
Profit Factor | 2.217 | 2.6773 | 1.2447 | 1.1876 | 1.4149 | 0.7422 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 55.5556 | 51.6129 | 59.375 | 55.5556 | 51.6129 | 59.375 |
Ratio Avg Win / Avg Loss | 1.7736 | 2.51 | 0.8516 | 0.95 | 1.3264 | 0.5078 |
Largest Winning Trade | 200067 | 200067 | 24457 | 1020281 | 1020281 | 172956 |
Largest Losing Trade | -58437 | -58437 | -25506 | -495078 | -495078 | -484725 |
Avg Bars in Trades | 162 | 273 | 55 | 162 | 273 | 55 |
Avg Bars in Winners | 110 | 195 | 38 | 110 | 195 | 38 |
Avg Bars in Losers | 228 | 357 | 80 | 228 | 357 | 80 |
Bars Traded | 10257 | 8485 | 1772 | 10257 | 8485 | 1772 |
Profit Streak | 144.1037 | 144.1037 | 144.437 | 144.1037 | 144.1037 | 144.437 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -140651 | 313910 | -337436 | -232734 | -41999 | -578633 |
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{ "first_band": { "type": "kcl", "factors": { "length": 46, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 126, "offset": 94 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 46, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 126, "offset": 94 } } }
# | 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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