Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1096695.5935 | 1019770.8434 | 76924.75 | 638428.6229 | -1448317.6877 | 2086746.3106 |
Total P&L (%) | 1096.6956 | 1019.7708 | 76.9248 | 638.4286 | -1448.3177 | 2086.7463 |
Avg Daily Profit (%) | 0.5937 | 0.5521 | 0.0416 | 0.1083 | 0 | 0.1672 |
Buy And Hold Return (%) | 15.1216 | 15.1216 | 15.1216 | 15.1216 | 15.1216 | 15.1216 |
Max Trade Drawdown | -186250 | -205138 | -11091 | -9360719 | -9675089 | -213626 |
Profit Factor | 3.4357 | 3.4755 | 3.0073 | 1.0479 | 0.8861 | 4.369 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 40 | 18 | 22 | 40 | 18 | 22 |
Losing Trades | 33 | 18 | 15 | 33 | 18 | 15 |
Profitability (%) | 54.7945 | 50 | 59.4595 | 54.7945 | 50 | 59.4595 |
Ratio Avg Win / Avg Loss | 2.8344 | 3.4755 | 2.0504 | 0.8645 | 0.8861 | 2.9788 |
Largest Winning Trade | 779407 | 779407 | 20454 | 3777586 | 3777586 | 1096499 |
Largest Losing Trade | -63497 | -63497 | -9991 | -6325364 | -6325364 | -189878 |
Avg Bars in Trades | 291 | 573 | 18 | 291 | 573 | 18 |
Avg Bars in Winners | 184 | 387 | 19 | 184 | 387 | 19 |
Avg Bars in Losers | 421 | 759 | 16 | 421 | 759 | 16 |
Bars Traded | 21308 | 20633 | 676 | 21308 | 20633 | 676 |
Profit Streak | 0 | 88.482 | 0 | 0 | 88.482 | 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 | -57404 | 657043 | -131298 | -292894 | -580221 | 597554 |
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{ "first_band": { "type": "kcl", "factors": { "length": 181, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 194, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 181, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 194, "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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