Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 337739.9907 | 366578.5938 | -28838.6032 | -317099.1591 | 2594402.6946 | -2911501.8536 |
Total P&L (%) | 337.74 | 366.5786 | -28.8386 | -317.0992 | 2594.4027 | -2911.5019 |
Avg Daily Profit (%) | 0.1442 | 0.1565 | -0.0123 | 0 | 0.1407 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -315323 | -135686 | -200433 | -4074872 | -1327037 | -3403402 |
Profit Factor | 1.4983 | 1.9238 | 0.8973 | 0.9456 | 2.445 | 0.2784 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 48 | 23 | 25 | 38 | 21 | 17 |
Losing Trades | 25 | 13 | 12 | 35 | 15 | 20 |
Profitability (%) | 65.7534 | 63.8889 | 67.5676 | 52.0548 | 58.3333 | 45.9459 |
Ratio Avg Win / Avg Loss | 0.7804 | 1.0874 | 0.4307 | 0.871 | 1.7465 | 0.3276 |
Largest Winning Trade | 100904 | 100904 | 34423 | 1245255 | 1245255 | 480161 |
Largest Losing Trade | -142429 | -69554 | -142429 | -2976245 | -1327037 | -2976245 |
Avg Bars in Trades | 88 | 133 | 44 | 88 | 133 | 44 |
Avg Bars in Winners | 61 | 90 | 34 | 94 | 131 | 48 |
Avg Bars in Losers | 140 | 209 | 65 | 81 | 136 | 40 |
Bars Traded | 6446 | 4800 | 1646 | 6446 | 4800 | 1646 |
Profit Streak | 118.6422 | 118.6422 | 166.3089 | 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 | -73502 | 437552 | -577141 | -656789 | 35936 | -582349 |
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{ "first_band": { "type": "kcl", "factors": { "length": 187, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 172, "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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