Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 461496.0624 | 404520.275 | 56975.7873 | -130945.2027 | 3331641.0022 | -3462586.2049 |
Total P&L (%) | 461.4961 | 404.5203 | 56.9758 | -130.9452 | 3331.641 | -3462.5862 |
Avg Daily Profit (%) | 0.1972 | 0.1729 | 0.0244 | 0 | 0.1512 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -135011 | -74943 | -117290 | -5219269 | -2195656 | -4562188 |
Profit Factor | 1.6202 | 1.9931 | 1.1692 | 0.9846 | 2.2863 | 0.4134 |
Total Trades | 98 | 49 | 49 | 98 | 49 | 49 |
Winning Trades | 69 | 34 | 35 | 55 | 28 | 27 |
Losing Trades | 29 | 15 | 14 | 43 | 21 | 22 |
Profitability (%) | 70.4082 | 69.3878 | 71.4286 | 56.1224 | 57.1429 | 55.102 |
Ratio Avg Win / Avg Loss | 0.681 | 0.8793 | 0.4677 | 0.7698 | 1.7147 | 0.3369 |
Largest Winning Trade | 89841 | 89841 | 31816 | 1120729 | 1120729 | 930008 |
Largest Losing Trade | -103847 | -69321 | -103847 | -4341541 | -2139776 | -4341541 |
Avg Bars in Trades | 137 | 221 | 53 | 137 | 221 | 53 |
Avg Bars in Winners | 73 | 109 | 39 | 164 | 270 | 55 |
Avg Bars in Losers | 288 | 473 | 89 | 102 | 155 | 51 |
Bars Traded | 13458 | 10843 | 2615 | 13458 | 10843 | 2615 |
Profit Streak | 124.864 | 124.864 | 174.364 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 3 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 447216 | 416668 | -193078 | -579723 | 467848 | -580020 |
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{ "first_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 174, "offset": 52 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 174, "offset": 52 } } }
# | 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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