Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 384935.3165 | 440252.2853 | -55316.9689 | -62025.4635 | 292254.1795 | -354279.643 |
Total P&L (%) | 384.9353 | 440.2523 | -55.317 | -62.0255 | 292.2542 | -354.2796 |
Avg Daily Profit (%) | 0.1634 | 0.1869 | -0.0235 | -0.0411 | 0.058 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -256859 | -159809 | -138602 | -2441421 | -1760863 | -705253 |
Profit Factor | 1.4485 | 1.8327 | 0.8322 | 0.9867 | 1.0911 | 0.7552 |
Total Trades | 145 | 72 | 73 | 145 | 72 | 73 |
Winning Trades | 76 | 39 | 37 | 76 | 39 | 37 |
Losing Trades | 69 | 33 | 36 | 69 | 33 | 36 |
Profitability (%) | 52.4138 | 54.1667 | 50.6849 | 52.4138 | 54.1667 | 50.6849 |
Ratio Avg Win / Avg Loss | 1.3151 | 1.5507 | 0.8097 | 0.8958 | 0.9232 | 0.7348 |
Largest Winning Trade | 257194 | 257194 | 36786 | 1374824 | 1374824 | 167148 |
Largest Losing Trade | -66662 | -66662 | -46999 | -1003161 | -1003161 | -225115 |
Avg Bars in Trades | 60 | 104 | 18 | 60 | 104 | 18 |
Avg Bars in Winners | 44 | 69 | 18 | 44 | 69 | 18 |
Avg Bars in Losers | 79 | 146 | 17 | 79 | 146 | 17 |
Bars Traded | 8843 | 7525 | 1318 | 8843 | 7525 | 1318 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 323861 | -67653 | -652369 | -580081 | -316041 | -652369 |
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{ "first_band": { "type": "kcl", "factors": { "length": 209, "offset": 0, "scalar": 3 } }, "second_band": { "type": "fwma", "factors": { "length": 155, "offset": 78 } } }
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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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