Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1005181.2306 | 1010477.226 | -5295.9954 | 205846.3476 | 2534667.1073 | -2328820.7596 |
Total P&L (%) | 1005.1812 | 1010.4772 | -5.296 | 205.8463 | 2534.6671 | -2328.8208 |
Avg Daily Profit (%) | 0.4015 | 0.4036 | -0.0021 | 0.0447 | 0.1308 | 0 |
Buy And Hold Return (%) | 305.5749 | 305.5749 | 305.5749 | 305.5749 | 305.5749 | 305.5749 |
Max Trade Drawdown | -291128 | -209931 | -95525 | -7704676 | -5127572 | -2668962 |
Profit Factor | 2.3575 | 3.1776 | 0.9808 | 1.0187 | 1.3861 | 0.4788 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 71 | 31 | 40 | 71 | 31 | 40 |
Losing Trades | 70 | 39 | 31 | 70 | 39 | 31 |
Profitability (%) | 50.3546 | 44.2857 | 56.338 | 50.3546 | 44.2857 | 56.338 |
Ratio Avg Win / Avg Loss | 2.3243 | 3.9977 | 0.7602 | 1.0043 | 1.7438 | 0.3711 |
Largest Winning Trade | 835854 | 835854 | 28408 | 7078581 | 7078581 | 740350 |
Largest Losing Trade | -36074 | -36074 | -34428 | -2007398 | -2007398 | -1302125 |
Avg Bars in Trades | 64 | 99 | 29 | 64 | 99 | 29 |
Avg Bars in Winners | 66 | 119 | 24 | 66 | 119 | 24 |
Avg Bars in Losers | 62 | 84 | 35 | 62 | 84 | 35 |
Bars Traded | 9082 | 6975 | 2107 | 9082 | 6975 | 2107 |
Profit Streak | 9.5124 | 0 | 87.0124 | 9.5124 | 0 | 87.0124 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 449322 | -83667 | -665398 | -497951 | -113007 | -665398 |
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{ "first_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 66, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 141, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 66, "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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