Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 190435.35 | 321128.2019 | -130692.8519 | -109790.8819 | 86433.7359 | -196224.6178 |
Total P&L (%) | 190.4354 | 321.1282 | -130.6929 | -109.7909 | 86.4337 | -196.2246 |
Avg Daily Profit (%) | 0.1015 | 0.1711 | -0.0696 | 0 | 0.0332 | 0 |
Buy And Hold Return (%) | 36.0595 | 36.0595 | 36.0595 | 36.0595 | 36.0595 | 36.0595 |
Max Trade Drawdown | -188818 | -108845 | -152055 | -181779 | -137292 | -139989 |
Profit Factor | 1.2545 | 1.9983 | 0.6935 | 0.8206 | 1.3628 | 0.4752 |
Total Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Winning Trades | 41 | 20 | 21 | 39 | 19 | 20 |
Losing Trades | 30 | 15 | 15 | 32 | 16 | 16 |
Profitability (%) | 57.7465 | 57.1429 | 58.3333 | 54.9296 | 54.2857 | 55.5556 |
Ratio Avg Win / Avg Loss | 0.918 | 1.4988 | 0.4954 | 0.6734 | 1.1476 | 0.3802 |
Largest Winning Trade | 173776 | 173776 | 45270 | 49753 | 49753 | 40156 |
Largest Losing Trade | -115769 | -58267 | -115769 | -130437 | -76155 | -130437 |
Avg Bars in Trades | 98 | 122 | 75 | 98 | 122 | 75 |
Avg Bars in Winners | 65 | 80 | 52 | 74 | 90 | 60 |
Avg Bars in Losers | 142 | 178 | 107 | 127 | 160 | 93 |
Bars Traded | 6984 | 4282 | 2702 | 6984 | 4282 | 2702 |
Profit Streak | 135.8376 | 191.5876 | 135.8376 | 0 | 0 | 0 |
Trades During Streak | 4 | 2 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -149148 | 430210 | -578739 | -671138 | -151779 | -580059 |
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{ "first_band": { "type": "kcl", "factors": { "length": 154, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 236, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 154, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 236, "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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