Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1738827.0189 | 1784623.5586 | -45796.5397 | -48120.7033 | 377627.8925 | -425748.5959 |
Total P&L (%) | 1738.827 | 1784.6236 | -45.7965 | -48.1207 | 377.6279 | -425.7486 |
Avg Daily Profit (%) | 0.9367 | 0.9613 | -0.0247 | -0.0353 | 0.0843 | 0 |
Buy And Hold Return (%) | 70.3642 | 70.3642 | 70.3642 | 70.3642 | 70.3642 | 70.3642 |
Max Trade Drawdown | -284918 | -236710 | -103586 | -3679242 | -2403405 | -1497411 |
Profit Factor | 2.8178 | 3.8374 | 0.8602 | 0.9944 | 1.068 | 0.8597 |
Total Trades | 252 | 126 | 126 | 252 | 126 | 126 |
Winning Trades | 97 | 37 | 60 | 97 | 37 | 60 |
Losing Trades | 155 | 89 | 66 | 155 | 89 | 66 |
Profitability (%) | 38.4921 | 29.3651 | 47.619 | 38.4921 | 29.3651 | 47.619 |
Ratio Avg Win / Avg Loss | 4.5027 | 9.2306 | 0.9462 | 1.589 | 2.569 | 0.9456 |
Largest Winning Trade | 1790474 | 1790474 | 33244 | 2244955 | 2244955 | 788002 |
Largest Losing Trade | -35979 | -31055 | -35979 | -757807 | -757807 | -619240 |
Avg Bars in Trades | 86 | 138 | 35 | 86 | 138 | 35 |
Avg Bars in Winners | 122 | 255 | 40 | 122 | 255 | 40 |
Avg Bars in Losers | 64 | 89 | 31 | 64 | 89 | 31 |
Bars Traded | 21912 | 17393 | 4519 | 21912 | 17393 | 4519 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 558222 | 340290 | -581923 | -581157 | -236941 | -581923 |
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{ "first_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 243, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 32, "offset": 0 } } }
# | 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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