Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 637251.3472 | 583254.287 | 53997.0602 | 831361.9462 | -3024424.2511 | 3855786.1973 |
Total P&L (%) | 637.2513 | 583.2543 | 53.9971 | 831.3619 | -3024.4243 | 3855.7862 |
Avg Daily Profit (%) | 0.3413 | 0.3124 | 0.0289 | 0.1196 | 0 | 0.1972 |
Buy And Hold Return (%) | 523.9125 | 523.9125 | 523.9125 | 523.9125 | 523.9125 | 523.9125 |
Max Trade Drawdown | -208266 | -205500 | -67010 | -15450454 | -15325421 | -2171639 |
Profit Factor | 2.0419 | 2.3722 | 1.2894 | 1.0361 | 0.8437 | 2.0532 |
Total Trades | 171 | 85 | 86 | 171 | 85 | 86 |
Winning Trades | 107 | 57 | 50 | 107 | 57 | 50 |
Losing Trades | 64 | 28 | 36 | 64 | 28 | 36 |
Profitability (%) | 62.5731 | 67.0588 | 58.1395 | 62.5731 | 67.0588 | 58.1395 |
Ratio Avg Win / Avg Loss | 1.2214 | 1.1653 | 0.9284 | 0.6197 | 0.4145 | 1.4783 |
Largest Winning Trade | 242036 | 242036 | 18828 | 2571072 | 2571072 | 1677926 |
Largest Losing Trade | -62816 | -62816 | -18969 | -7595154 | -7595154 | -1429388 |
Avg Bars in Trades | 57 | 110 | 4 | 57 | 110 | 4 |
Avg Bars in Winners | 25 | 42 | 5 | 25 | 42 | 5 |
Avg Bars in Losers | 111 | 249 | 4 | 111 | 249 | 4 |
Bars Traded | 9853 | 9424 | 429 | 9853 | 9424 | 429 |
Profit Streak | 64.5637 | 0 | 65.397 | 64.5637 | 0 | 65.397 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -83374 | -115971 | -320105 | -221963 | -578615 | 445426 |
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 212, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 7, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 212, "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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