Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 105860.5289 | 80848.4934 | 25012.0355 | 105591.5428 | 101262.9245 | 4328.6183 |
Total P&L (%) | 105.8605 | 80.8485 | 25.012 | 105.5915 | 101.2629 | 4.3286 |
Avg Daily Profit (%) | 0.4065 | 0.3105 | 0.096 | 0.2771 | 0.2689 | 0.0163 |
Buy And Hold Return (%) | 15.4375 | 15.4375 | 15.4375 | 15.4375 | 15.4375 | 15.4375 |
Max Trade Drawdown | -39639 | -42132 | -29682 | -97550 | -52183 | -74444 |
Profit Factor | 1.2875 | 1.3066 | 1.2393 | 1.1623 | 1.2249 | 1.0216 |
Total Trades | 214 | 107 | 107 | 214 | 107 | 107 |
Winning Trades | 118 | 62 | 56 | 118 | 62 | 56 |
Losing Trades | 96 | 45 | 51 | 96 | 45 | 51 |
Profitability (%) | 55.1402 | 57.9439 | 52.3364 | 55.1402 | 57.9439 | 52.3364 |
Ratio Avg Win / Avg Loss | 1.0474 | 0.9483 | 1.1286 | 0.9456 | 0.889 | 0.9304 |
Largest Winning Trade | 19954 | 19954 | 11607 | 27971 | 27971 | 23077 |
Largest Losing Trade | -17474 | -17474 | -17183 | -44138 | -36672 | -44138 |
Avg Bars in Trades | 115 | 199 | 30 | 115 | 199 | 30 |
Avg Bars in Winners | 106 | 176 | 28 | 106 | 176 | 28 |
Avg Bars in Losers | 125 | 230 | 33 | 125 | 230 | 33 |
Bars Traded | 24632 | 21319 | 3313 | 24632 | 21319 | 3313 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348810 | 187635 | -75816 | -35115 | 188626 | -536671 |
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{ "first_band": { "type": "kcl", "factors": { "length": 192, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 169, "offset": 0 } } }
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# | 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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