Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1628640.2961 | 1678518.0893 | -49877.7931 | 112729.4079 | 809798.4848 | -697069.0769 |
Total P&L (%) | 1628.6403 | 1678.5181 | -49.8778 | 112.7294 | 809.7985 | -697.0691 |
Avg Daily Profit (%) | 0.7817 | 0.8057 | -0.0239 | 0.0362 | 0.106 | 0 |
Buy And Hold Return (%) | 130.9091 | 130.9091 | 130.9091 | 130.9091 | 130.9091 | 130.9091 |
Max Trade Drawdown | -184119 | -163860 | -55531 | -4175284 | -3571300 | -761472 |
Profit Factor | 3.6125 | 4.1897 | 0.4866 | 1.0141 | 1.1154 | 0.2731 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 37 | 20 | 17 | 37 | 20 | 17 |
Losing Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Profitability (%) | 48.0519 | 52.6316 | 43.5897 | 48.0519 | 52.6316 | 43.5897 |
Ratio Avg Win / Avg Loss | 3.9055 | 3.7707 | 0.6298 | 1.0964 | 1.0039 | 0.3534 |
Largest Winning Trade | 1303620 | 1303620 | 7702 | 3463432 | 3463432 | 111450 |
Largest Losing Trade | -62207 | -62207 | -19574 | -2232690 | -2232690 | -389089 |
Avg Bars in Trades | 315 | 622 | 16 | 315 | 622 | 16 |
Avg Bars in Winners | 423 | 771 | 14 | 423 | 771 | 14 |
Avg Bars in Losers | 215 | 456 | 17 | 215 | 456 | 17 |
Bars Traded | 24272 | 23644 | 628 | 24272 | 23644 | 628 |
Profit Streak | 0 | 97.4513 | 0 | 0 | 97.4513 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -27247 | 766277 | -582972 | -562281 | -144212 | -582972 |
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{ "first_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 109, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 128, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 109, "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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