Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 81970.9603 | 4490.9413 | 77480.0189 | 83392.2336 | 1010.5933 | 82381.6403 |
Total P&L (%) | 81.971 | 4.4909 | 77.48 | 83.3922 | 1.0106 | 82.3816 |
Avg Daily Profit (%) | 0.1574 | 0.0086 | 0.1488 | 0.1165 | 0.0019 | 0.1154 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -51128 | -13482 | -57948 | -73573 | -19261 | -80121 |
Profit Factor | 1.6211 | 1.1589 | 1.747 | 1.4445 | 1.025 | 1.5596 |
Total Trades | 67 | 34 | 33 | 67 | 34 | 33 |
Winning Trades | 49 | 24 | 25 | 49 | 24 | 25 |
Losing Trades | 18 | 10 | 8 | 18 | 10 | 8 |
Profitability (%) | 73.1343 | 70.5882 | 75.7576 | 73.1343 | 70.5882 | 75.7576 |
Ratio Avg Win / Avg Loss | 0.5955 | 0.4829 | 0.559 | 0.5306 | 0.4271 | 0.4991 |
Largest Winning Trade | 21146 | 6010 | 21146 | 24885 | 6312 | 24885 |
Largest Losing Trade | -26027 | -11988 | -26027 | -35522 | -16827 | -35522 |
Avg Bars in Trades | 337 | 6 | 679 | 337 | 6 | 679 |
Avg Bars in Winners | 216 | 3 | 420 | 216 | 3 | 420 |
Avg Bars in Losers | 668 | 13 | 1486 | 668 | 13 | 1486 |
Bars Traded | 22625 | 217 | 22408 | 22625 | 217 | 22408 |
Profit Streak | 11.4126 | 11.4126 | 108.2251 | 11.4126 | 11.4126 | 108.2251 |
Trades During Streak | 2 | 1 | 2 | 2 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -109931 | -391491 | 352147 | -155641 | -547696 | -35171 |
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{ "first_band": { "type": "fwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 62, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 62, "offset": 0, "scalar": 5 } } }
# | 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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