Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 780072.5089 | 716040.6547 | 64031.8543 | 511776.2239 | -5636743.5528 | 6148519.7767 |
Total P&L (%) | 780.0725 | 716.0407 | 64.0319 | 511.7762 | -5636.7436 | 6148.5198 |
Avg Daily Profit (%) | 0.3744 | 0.3437 | 0.0307 | 0.087 | 0 | 0.1987 |
Buy And Hold Return (%) | 90.6667 | 90.6667 | 90.6667 | 90.6667 | 90.6667 | 90.6667 |
Max Trade Drawdown | -199658 | -146546 | -101175 | -19992665 | -19756918 | -4209635 |
Profit Factor | 1.7165 | 1.898 | 1.2198 | 1.0089 | 0.8771 | 1.5139 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 101 | 48 | 53 | 101 | 48 | 53 |
Losing Trades | 85 | 45 | 40 | 85 | 45 | 40 |
Profitability (%) | 54.3011 | 51.6129 | 56.9892 | 54.3011 | 51.6129 | 56.9892 |
Ratio Avg Win / Avg Loss | 1.4446 | 1.7794 | 0.9206 | 0.849 | 0.8223 | 1.1426 |
Largest Winning Trade | 214473 | 214473 | 22935 | 5433536 | 5433536 | 3785202 |
Largest Losing Trade | -50662 | -50662 | -38130 | -7775202 | -7775202 | -2000750 |
Avg Bars in Trades | 132 | 221 | 44 | 132 | 221 | 44 |
Avg Bars in Winners | 121 | 214 | 37 | 121 | 214 | 37 |
Avg Bars in Losers | 146 | 228 | 53 | 146 | 228 | 53 |
Bars Traded | 24736 | 20598 | 4138 | 24736 | 20598 | 4138 |
Profit Streak | 0 | 0 | 49.5952 | 0 | 0 | 49.5952 |
Trades During Streak | 0 | 0 | 2 | 0 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 475282 | 459812 | -318086 | -288253 | -580874 | 396290 |
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{ "first_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } } }
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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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