Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 57351.7782 | 38428.1489 | 18923.6293 | 39271.3359 | 40699.6661 | -1428.3303 |
Total P&L (%) | 57.3518 | 38.4281 | 18.9236 | 39.2713 | 40.6997 | -1.4283 |
Avg Daily Profit (%) | 0.2202 | 0.1476 | 0.0727 | 0.1273 | 0.1312 | -0.0055 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -55965 | -51423 | -34874 | -99157 | -55321 | -58989 |
Profit Factor | 1.2012 | 1.2252 | 1.1654 | 1.105 | 1.1905 | 0.9911 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 123 | 63 | 60 | 123 | 63 | 60 |
Losing Trades | 56 | 26 | 30 | 56 | 26 | 30 |
Profitability (%) | 68.7151 | 70.7865 | 66.6667 | 68.7151 | 70.7865 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.5469 | 0.5057 | 0.5827 | 0.5031 | 0.4913 | 0.4955 |
Largest Winning Trade | 9077 | 9077 | 8783 | 13839 | 13839 | 11667 |
Largest Losing Trade | -19061 | -18558 | -19061 | -27686 | -23404 | -27686 |
Avg Bars in Trades | 134 | 173 | 95 | 134 | 173 | 95 |
Avg Bars in Winners | 81 | 100 | 61 | 81 | 100 | 61 |
Avg Bars in Losers | 249 | 351 | 161 | 249 | 351 | 161 |
Bars Traded | 24013 | 15440 | 8573 | 24013 | 15440 | 8573 |
Profit Streak | 8.0296 | 14.4776 | 8.0296 | 8.0296 | 14.4776 | 8.0296 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 303452 | 86235 | -141540 | -128425 | -29863 | -578491 |
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{ "first_band": { "type": "kcl", "factors": { "length": 41, "offset": 0, "scalar": 2 } }, "second_band": { "type": "wma", "factors": { "length": 171, "offset": 70 } } }
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# | 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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