Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1311558.2714 | 1281307.2263 | 30251.045 | -1664.5008 | -84398.8734 | 82734.3727 |
Total P&L (%) | 1311.5583 | 1281.3072 | 30.251 | -1.6645 | -84.3989 | 82.7344 |
Avg Daily Profit (%) | 0.6637 | 0.6484 | 0.0153 | -0.0008 | -0.094 | 0.0305 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -205302 | -186629 | -87199 | -1684235 | -1589132 | -864946 |
Profit Factor | 2.8955 | 4.0533 | 1.1111 | 0.9997 | 0.9715 | 1.0449 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 52 | 22 | 30 | 52 | 22 | 30 |
Losing Trades | 52 | 30 | 22 | 52 | 30 | 22 |
Profitability (%) | 50 | 42.3077 | 57.6923 | 50 | 42.3077 | 57.6923 |
Ratio Avg Win / Avg Loss | 2.8955 | 5.5273 | 0.8148 | 0.9997 | 1.3248 | 0.7662 |
Largest Winning Trade | 1403402 | 1403402 | 47141 | 1123290 | 1123290 | 353726 |
Largest Losing Trade | -49218 | -49218 | -46217 | -594316 | -457098 | -594316 |
Avg Bars in Trades | 107 | 168 | 46 | 107 | 168 | 46 |
Avg Bars in Winners | 134 | 262 | 41 | 134 | 262 | 41 |
Avg Bars in Losers | 80 | 100 | 53 | 80 | 100 | 53 |
Bars Traded | 11189 | 8771 | 2418 | 11189 | 8771 | 2418 |
Profit Streak | 0 | 0 | 530.2259 | 0 | 0 | 530.2259 |
Trades During Streak | 0 | 0 | 3 | 0 | 0 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 641030 | -164075 | -453197 | -580501 | -762158 | -502677 |
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{ "first_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 120, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 247, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 120, "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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