Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 182919.6765 | -41607.2054 | 224526.8819 | 337488.6255 | -44261.0927 | 381749.7183 |
Total P&L (%) | 182.9197 | -41.6072 | 224.5269 | 337.4886 | -44.2611 | 381.7497 |
Avg Daily Profit (%) | 0.1779 | -0.0405 | 0.2184 | 0.1436 | -0.0568 | 0.153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -36298 | -57081 | -23391 | -62185 | -115386 | -32081 |
Profit Factor | 2.0571 | 0.6855 | 6.5094 | 2.233 | 0.7968 | 7.8274 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 56 | 24 | 32 | 56 | 24 | 32 |
Losing Trades | 15 | 12 | 3 | 15 | 12 | 3 |
Profitability (%) | 78.8732 | 66.6667 | 91.4286 | 78.8732 | 66.6667 | 91.4286 |
Ratio Avg Win / Avg Loss | 0.551 | 0.3427 | 0.6103 | 0.5981 | 0.3984 | 0.7338 |
Largest Winning Trade | 21935 | 9403 | 21935 | 44414 | 26629 | 44414 |
Largest Losing Trade | -36298 | -36298 | -23391 | -62185 | -62185 | -31665 |
Avg Bars in Trades | 47 | 21 | 74 | 47 | 21 | 74 |
Avg Bars in Winners | 35 | 8 | 54 | 35 | 8 | 54 |
Avg Bars in Losers | 94 | 46 | 288 | 94 | 46 | 288 |
Bars Traded | 3389 | 766 | 2622 | 3389 | 766 | 2622 |
Profit Streak | 94.4126 | 94.4126 | 281.6626 | 94.4126 | 94.4126 | 281.6626 |
Trades During Streak | 4 | 2 | 14 | 4 | 2 | 14 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77291 | -577382 | 723080 | -85676 | -577382 | 702977 |
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{ "first_band": { "type": "fwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 96, "scalar": 3 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 205, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 96, "scalar": 3 } } }
# | 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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