Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 345148.372 | 430916.9681 | -85768.5961 | -77276.2383 | 639568.2479 | -716844.4862 |
Total P&L (%) | 345.1484 | 430.917 | -85.7686 | -77.2762 | 639.5682 | -716.8445 |
Avg Daily Profit (%) | 0.2133 | 0.2663 | -0.053 | -0.0915 | 0.1237 | 0 |
Buy And Hold Return (%) | 21.6231 | 21.6231 | 21.6231 | 21.6231 | 21.6231 | 21.6231 |
Max Trade Drawdown | -144335 | -162900 | -159606 | -892241 | -317781 | -845774 |
Profit Factor | 1.5756 | 2.1796 | 0.634 | 0.9521 | 1.9155 | 0.2165 |
Total Trades | 69 | 34 | 35 | 69 | 34 | 35 |
Winning Trades | 40 | 21 | 19 | 40 | 21 | 19 |
Losing Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Profitability (%) | 57.971 | 61.7647 | 54.2857 | 57.971 | 61.7647 | 54.2857 |
Ratio Avg Win / Avg Loss | 1.1423 | 1.3493 | 0.5339 | 0.6903 | 1.1858 | 0.1823 |
Largest Winning Trade | 220274 | 220274 | 44984 | 626764 | 626764 | 79444 |
Largest Losing Trade | -73706 | -73706 | -61557 | -560976 | -201549 | -560976 |
Avg Bars in Trades | 236 | 451 | 27 | 236 | 451 | 27 |
Avg Bars in Winners | 167 | 296 | 25 | 167 | 296 | 25 |
Avg Bars in Losers | 331 | 702 | 30 | 331 | 702 | 30 |
Bars Traded | 16323 | 15362 | 961 | 16323 | 15362 | 961 |
Profit Streak | 710.5776 | 712.3276 | 710.5776 | 710.5776 | 712.3276 | 710.5776 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -94506 | 479309 | -579371 | -684787 | -22785 | -579371 |
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{ "first_band": { "type": "kcl", "factors": { "length": 145, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 221, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 145, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 221, "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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