Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 603688.9053 | 507095.265 | 96593.6404 | 111912.9939 | 167091.9663 | -55178.9724 |
Total P&L (%) | 603.6889 | 507.0953 | 96.5936 | 111.913 | 167.092 | -55.179 |
Avg Daily Profit (%) | 0.2634 | 0.2212 | 0.0421 | 0.0328 | 0.0429 | -0.035 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111005 | -105260 | -66021 | -528769 | -395442 | -208765 |
Profit Factor | 1.7028 | 1.9763 | 1.2844 | 1.0428 | 1.1073 | 0.9478 |
Total Trades | 170 | 85 | 85 | 170 | 85 | 85 |
Winning Trades | 88 | 39 | 49 | 88 | 39 | 49 |
Losing Trades | 82 | 46 | 36 | 82 | 46 | 36 |
Profitability (%) | 51.7647 | 45.8824 | 57.6471 | 51.7647 | 45.8824 | 57.6471 |
Ratio Avg Win / Avg Loss | 1.5867 | 2.331 | 0.9437 | 0.9717 | 1.306 | 0.6964 |
Largest Winning Trade | 422750 | 422750 | 56918 | 496972 | 496972 | 88663 |
Largest Losing Trade | -41186 | -41186 | -40251 | -213331 | -213331 | -145688 |
Avg Bars in Trades | 78 | 111 | 45 | 78 | 111 | 45 |
Avg Bars in Winners | 80 | 124 | 44 | 80 | 124 | 44 |
Avg Bars in Losers | 76 | 100 | 46 | 76 | 100 | 46 |
Bars Traded | 13366 | 9506 | 3860 | 13366 | 9506 | 3860 |
Profit Streak | 18.3216 | 0 | 74.1549 | 18.3216 | 0 | 74.1549 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 485575 | 361639 | -137077 | -322555 | -240116 | -579555 |
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{ "first_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 100, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 201, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 100, "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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