Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 436586.9522 | 132831.1174 | 303755.8348 | -534060.8504 | 95431.1586 | -629492.0089 |
Total P&L (%) | 436.587 | 132.8311 | 303.7558 | -534.0609 | 95.4312 | -629.492 |
Avg Daily Profit (%) | 0.2957 | 0.09 | 0.2057 | 0 | 0.0454 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -152371 | -30155 | -164432 | -3618994 | -650605 | -3527792 |
Profit Factor | 1.8638 | 2.1132 | 1.7867 | 0.915 | 1.0665 | 0.8701 |
Total Trades | 169 | 85 | 84 | 169 | 85 | 84 |
Winning Trades | 143 | 69 | 74 | 80 | 40 | 40 |
Losing Trades | 26 | 16 | 10 | 89 | 45 | 44 |
Profitability (%) | 84.6154 | 81.1765 | 88.0952 | 47.3373 | 47.0588 | 47.619 |
Ratio Avg Win / Avg Loss | 0.3389 | 0.49 | 0.2414 | 1.0179 | 1.1999 | 0.9572 |
Largest Winning Trade | 30438 | 15686 | 30438 | 548911 | 274192 | 548911 |
Largest Losing Trade | -117583 | -23978 | -117583 | -2231082 | -510507 | -2231082 |
Avg Bars in Trades | 48 | 10 | 87 | 48 | 10 | 87 |
Avg Bars in Winners | 29 | 6 | 51 | 47 | 11 | 84 |
Avg Bars in Losers | 153 | 28 | 355 | 49 | 9 | 90 |
Bars Traded | 8255 | 889 | 7366 | 8255 | 889 | 7366 |
Profit Streak | 55.1488 | 228.8154 | 0 | 0 | 0 | 96.3154 |
Trades During Streak | 1 | 11 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 549393 | -65853 | 464581 | -579261 | -280824 | -581473 |
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{ "first_band": { "type": "fwma", "factors": { "length": 126, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 73, "offset": 0, "scalar": 3 } } }
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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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