Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 218792.2316 | 184102.2494 | 34689.9822 | 156437.9346 | 226923.7341 | -70485.7995 |
Total P&L (%) | 218.7922 | 184.1022 | 34.69 | 156.4379 | 226.9237 | -70.4858 |
Avg Daily Profit (%) | 0.1536 | 0.1293 | 0.0244 | 0.0662 | 0.0832 | -0.0857 |
Buy And Hold Return (%) | 47.1108 | 47.1108 | 47.1108 | 47.1108 | 47.1108 | 47.1108 |
Max Trade Drawdown | -83621 | -27747 | -68196 | -383060 | -127913 | -255146 |
Profit Factor | 1.6165 | 2.4432 | 1.1526 | 1.1779 | 1.7371 | 0.8767 |
Total Trades | 103 | 51 | 52 | 103 | 51 | 52 |
Winning Trades | 59 | 31 | 28 | 59 | 31 | 28 |
Losing Trades | 44 | 20 | 24 | 44 | 20 | 24 |
Profitability (%) | 57.2816 | 60.7843 | 53.8462 | 57.2816 | 60.7843 | 53.8462 |
Ratio Avg Win / Avg Loss | 1.2056 | 1.5763 | 0.988 | 0.8784 | 1.1207 | 0.7514 |
Largest Winning Trade | 111330 | 111330 | 42613 | 243083 | 243083 | 124784 |
Largest Losing Trade | -41744 | -24221 | -41744 | -165337 | -126595 | -165337 |
Avg Bars in Trades | 21 | 28 | 14 | 21 | 28 | 14 |
Avg Bars in Winners | 17 | 19 | 15 | 17 | 19 | 15 |
Avg Bars in Losers | 27 | 43 | 13 | 27 | 43 | 13 |
Bars Traded | 2241 | 1472 | 769 | 2241 | 1472 | 769 |
Profit Streak | 41.6352 | 0 | 42.1352 | 41.6352 | 0 | 42.1352 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 344534 | -196454 | -559149 | -131883 | -259540 | -759506 |
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{ "first_band": { "type": "kcl", "factors": { "length": 3, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "offset": 219 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 3, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "offset": 219 } } }
# | 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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