Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1504561.1548 | 1483700.9481 | 20860.2067 | 926141.2484 | 1030459.2481 | -104317.9997 |
Total P&L (%) | 1504.5612 | 1483.7009 | 20.8602 | 926.1412 | 1030.4592 | -104.318 |
Avg Daily Profit (%) | 0.8183 | 0.8069 | 0.0113 | 0.1267 | 0.132 | 0 |
Buy And Hold Return (%) | 677.3228 | 677.3228 | 677.3228 | 677.3228 | 677.3228 | 677.3228 |
Max Trade Drawdown | -148091 | -133466 | -65431 | -1672974 | -1466613 | -734588 |
Profit Factor | 3.0672 | 3.5266 | 1.1484 | 1.1541 | 1.2152 | 0.9145 |
Total Trades | 119 | 59 | 60 | 119 | 59 | 60 |
Winning Trades | 60 | 28 | 32 | 60 | 28 | 32 |
Losing Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Profitability (%) | 50.4202 | 47.4576 | 53.3333 | 50.4202 | 47.4576 | 53.3333 |
Ratio Avg Win / Avg Loss | 3.0161 | 3.9044 | 1.0048 | 1.1349 | 1.3454 | 0.8002 |
Largest Winning Trade | 1052280 | 1052280 | 20550 | 1407957 | 1407957 | 316833 |
Largest Losing Trade | -62439 | -62439 | -19655 | -692260 | -692260 | -301508 |
Avg Bars in Trades | 181 | 338 | 26 | 181 | 338 | 26 |
Avg Bars in Winners | 159 | 310 | 26 | 159 | 310 | 26 |
Avg Bars in Losers | 203 | 364 | 25 | 203 | 364 | 25 |
Bars Traded | 21558 | 19991 | 1567 | 21558 | 19991 | 1567 |
Profit Streak | 0 | 98.8565 | 0 | 0 | 98.8565 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 503949 | -162044 | -569233 | -125544 | -203241 | -749248 |
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{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 170, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 202, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 170, "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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