Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 82480.7461 | 174363.3626 | -91882.6164 | 15643464.1654 | 3836147.1351 | 11807317.0303 |
Total P&L (%) | 82.4807 | 174.3634 | -91.8826 | 15643.4642 | 3836.1471 | 11807.317 |
Avg Daily Profit (%) | 0.0435 | 0.092 | -0.0485 | 0.2674 | 0.1941 | 0.2526 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -308958 | -29802 | -308958 | -4158094 | -1095658 | -3062435 |
Profit Factor | 1.1178 | 2.6755 | 0.8458 | 2.6122 | 2.0632 | 2.9373 |
Total Trades | 143 | 72 | 71 | 143 | 72 | 71 |
Winning Trades | 118 | 56 | 62 | 66 | 35 | 31 |
Losing Trades | 25 | 16 | 9 | 77 | 37 | 40 |
Profitability (%) | 82.5175 | 77.7778 | 87.3239 | 46.1538 | 48.6111 | 43.662 |
Ratio Avg Win / Avg Loss | 0.2368 | 0.7644 | 0.1228 | 3.0476 | 2.1811 | 3.79 |
Largest Winning Trade | 24169 | 18218 | 24169 | 5731036 | 819628 | 5731036 |
Largest Losing Trade | -308958 | -29242 | -308958 | -1836420 | -728858 | -1836420 |
Avg Bars in Trades | 50 | 24 | 76 | 50 | 24 | 76 |
Avg Bars in Winners | 27 | 13 | 39 | 54 | 26 | 86 |
Avg Bars in Losers | 160 | 63 | 331 | 46 | 22 | 68 |
Bars Traded | 7197 | 1772 | 5425 | 7197 | 1772 | 5425 |
Profit Streak | 128.218 | 178.968 | 128.218 | 128.218 | 178.968 | 128.218 |
Trades During Streak | 11 | 6 | 5 | 11 | 6 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -220941 | -141611 | -661439 | 507344 | -66372 | -73907 |
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{ "first_band": { "type": "fwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 168, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 77, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 168, "offset": 0, "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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