Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5094073.0765 | 4990757.3814 | 103315.6951 | 2697957.3188 | -1316914.3645 | 4014871.6832 |
Total P&L (%) | 5094.0731 | 4990.7574 | 103.3157 | 2697.9573 | -1316.9144 | 4014.8717 |
Avg Daily Profit (%) | 2.2861 | 2.2397 | 0.0464 | 0.1496 | 0 | 0.167 |
Buy And Hold Return (%) | 219.5243 | 219.5243 | 219.5243 | 219.5243 | 219.5243 | 219.5243 |
Max Trade Drawdown | -129987 | -138179 | -18459 | -7390332 | -8600597 | -582858 |
Profit Factor | 15.4641 | 18.3178 | 2.6143 | 1.1888 | 0.8991 | 4.2549 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 36 | 17 | 19 | 36 | 17 | 19 |
Losing Trades | 22 | 12 | 10 | 22 | 12 | 10 |
Profitability (%) | 62.069 | 58.6207 | 65.5172 | 62.069 | 58.6207 | 65.5172 |
Ratio Avg Win / Avg Loss | 9.4503 | 12.9302 | 1.3759 | 0.7265 | 0.6347 | 2.2394 |
Largest Winning Trade | 5010249 | 5010249 | 30413 | 7256471 | 7256471 | 1348082 |
Largest Losing Trade | -56690 | -56690 | -18272 | -3872077 | -3872077 | -571630 |
Avg Bars in Trades | 107 | 195 | 18 | 107 | 195 | 18 |
Avg Bars in Winners | 63 | 109 | 22 | 63 | 109 | 22 |
Avg Bars in Losers | 179 | 319 | 12 | 179 | 319 | 12 |
Bars Traded | 6225 | 5683 | 542 | 6225 | 5683 | 542 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154951 | 864229 | -290655 | -185322 | -579715 | 620570 |
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{ "first_band": { "type": "kcl", "factors": { "length": 96, "offset": 0, "scalar": 5 } }, "second_band": { "type": "fwma", "factors": { "length": 109, "offset": 124 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 96, "offset": 0, "scalar": 5 } }, "second_band": { "type": "fwma", "factors": { "length": 109, "offset": 124 } } }
# | 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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