Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 245994.3011 | 18427.9203 | 227566.3808 | 629174.7396 | -171824.2975 | 800999.0371 |
Total P&L (%) | 245.9943 | 18.4279 | 227.5664 | 629.1747 | -171.8243 | 800.999 |
Avg Daily Profit (%) | 0.1911 | 0.0143 | 0.1768 | 0.1545 | 0 | 0.1709 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -39442 | -53887 | -26252 | -213117 | -304594 | -129990 |
Profit Factor | 2.4197 | 1.1827 | 4.143 | 1.7624 | 0.672 | 3.6573 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 48 | 20 | 28 | 48 | 20 | 28 |
Losing Trades | 15 | 12 | 3 | 15 | 12 | 3 |
Profitability (%) | 76.1905 | 62.5 | 90.3226 | 76.1905 | 62.5 | 90.3226 |
Ratio Avg Win / Avg Loss | 0.7562 | 0.7096 | 0.4439 | 0.5507 | 0.4032 | 0.3919 |
Largest Winning Trade | 36212 | 36212 | 33651 | 82944 | 46764 | 82944 |
Largest Losing Trade | -26252 | -21529 | -26252 | -129990 | -123016 | -129990 |
Avg Bars in Trades | 67 | 26 | 110 | 67 | 26 | 110 |
Avg Bars in Winners | 37 | 9 | 56 | 37 | 9 | 56 |
Avg Bars in Losers | 165 | 55 | 607 | 165 | 55 | 607 |
Bars Traded | 4264 | 852 | 3412 | 4264 | 852 | 3412 |
Profit Streak | 0 | 0 | 237.1877 | 0 | 0 | 237.1877 |
Trades During Streak | 0 | 0 | 7 | 0 | 0 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -138227 | -201021 | 652065 | -139392 | -578912 | 652438 |
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{ "first_band": { "type": "fwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 182, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 28, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 182, "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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