Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2083060.3906 | 2147868.2635 | -64807.8729 | 216598.847 | 1007221.6242 | -790622.7772 |
Total P&L (%) | 2083.0604 | 2147.8683 | -64.8079 | 216.5988 | 1007.2216 | -790.6228 |
Avg Daily Profit (%) | 1.0003 | 1.0314 | -0.0311 | 0.0554 | 0.1155 | 0 |
Buy And Hold Return (%) | 1044.6078 | 1044.6078 | 1044.6078 | 1044.6078 | 1044.6078 | 1044.6078 |
Max Trade Drawdown | -265802 | -195233 | -110377 | -10988676 | -10090444 | -2316597 |
Profit Factor | 3.0476 | 3.9041 | 0.7666 | 1.0097 | 1.0563 | 0.8233 |
Total Trades | 187 | 93 | 94 | 187 | 93 | 94 |
Winning Trades | 90 | 41 | 49 | 90 | 41 | 49 |
Losing Trades | 97 | 52 | 45 | 97 | 52 | 45 |
Profitability (%) | 48.1283 | 44.086 | 52.1277 | 48.1283 | 44.086 | 52.1277 |
Ratio Avg Win / Avg Loss | 3.2847 | 4.9516 | 0.7041 | 1.0882 | 1.3398 | 0.7561 |
Largest Winning Trade | 1644710 | 1644710 | 24676 | 10401170 | 10401170 | 873128 |
Largest Losing Trade | -47747 | -47747 | -25680 | -3632861 | -3632861 | -949504 |
Avg Bars in Trades | 131 | 238 | 26 | 131 | 238 | 26 |
Avg Bars in Winners | 146 | 297 | 20 | 146 | 297 | 20 |
Avg Bars in Losers | 117 | 191 | 32 | 117 | 191 | 32 |
Bars Traded | 24632 | 22156 | 2476 | 24632 | 22156 | 2476 |
Profit Streak | 15.9577 | 0 | 49.7911 | 15.9577 | 0 | 49.7911 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 470275 | 404562 | -579537 | -493813 | -365289 | -579537 |
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{ "first_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 103, "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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