Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2986260.8804 | 3045737.0665 | -59476.1861 | -9886.1863 | -202334.5226 | 192448.3363 |
Total P&L (%) | 2986.2609 | 3045.7371 | -59.4762 | -9.8862 | -202.3345 | 192.4483 |
Avg Daily Profit (%) | 1.6096 | 1.6417 | -0.0321 | -0.0056 | 0 | 0.0579 |
Buy And Hold Return (%) | 57.0734 | 57.0734 | 57.0734 | 57.0734 | 57.0734 | 57.0734 |
Max Trade Drawdown | -216520 | -196715 | -78332 | -3613924 | -3733039 | -431343 |
Profit Factor | 3.8941 | 4.5784 | 0.6708 | 0.9991 | 0.9796 | 1.1568 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 67 | 29 | 38 | 67 | 29 | 38 |
Losing Trades | 120 | 64 | 56 | 120 | 64 | 56 |
Profitability (%) | 35.8289 | 31.1828 | 40.4255 | 35.8289 | 31.1828 | 40.4255 |
Ratio Avg Win / Avg Loss | 6.9746 | 10.1041 | 0.9886 | 1.7895 | 2.1618 | 1.7047 |
Largest Winning Trade | 2882103 | 2882103 | 11151 | 3392414 | 3392414 | 225201 |
Largest Losing Trade | -54748 | -54748 | -25463 | -1555406 | -1555406 | -182133 |
Avg Bars in Trades | 117 | 230 | 4 | 117 | 230 | 4 |
Avg Bars in Winners | 200 | 457 | 4 | 200 | 457 | 4 |
Avg Bars in Losers | 70 | 128 | 5 | 70 | 128 | 5 |
Bars Traded | 21925 | 21460 | 465 | 21925 | 21460 | 465 |
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 | 587554 | 495314 | -584526 | -582532 | -585623 | -169174 |
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 16, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 31, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 16, "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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