Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1388315.7245 | 1391201.504 | -2885.7795 | 283745.6574 | 688042.8286 | -404297.1712 |
Total P&L (%) | 1388.3157 | 1391.2015 | -2.8858 | 283.7457 | 688.0428 | -404.2972 |
Avg Daily Profit (%) | 0.7355 | 0.737 | -0.0015 | 0.0713 | 0.1094 | 0 |
Buy And Hold Return (%) | 308.7961 | 308.7961 | 308.7961 | 308.7961 | 308.7961 | 308.7961 |
Max Trade Drawdown | -143633 | -133215 | -45879 | -2993006 | -2531785 | -980348 |
Profit Factor | 4.1503 | 5.6173 | 0.9793 | 1.0446 | 1.1606 | 0.8056 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 44.7761 | 36.3636 | 52.9412 | 44.7761 | 36.3636 | 52.9412 |
Ratio Avg Win / Avg Loss | 5.1187 | 9.8302 | 0.8705 | 1.2883 | 2.031 | 0.7161 |
Largest Winning Trade | 1281824 | 1281824 | 46172 | 2472299 | 2472299 | 836843 |
Largest Losing Trade | -37133 | -37133 | -28167 | -945343 | -536182 | -945343 |
Avg Bars in Trades | 76 | 130 | 23 | 76 | 130 | 23 |
Avg Bars in Winners | 105 | 220 | 28 | 105 | 220 | 28 |
Avg Bars in Losers | 52 | 78 | 17 | 52 | 78 | 17 |
Bars Traded | 5093 | 4296 | 797 | 5093 | 4296 | 797 |
Profit Streak | 103.9432 | 0 | 175.9432 | 103.9432 | 0 | 175.9432 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -104743 | 495868 | -579552 | -557802 | -99985 | -579552 |
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{ "first_band": { "type": "kcl", "factors": { "length": 113, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 24, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 113, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 24, "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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