Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 579937.878 | 617407.5305 | -37469.6525 | -69793.5199 | 605260.4992 | -675054.0191 |
Total P&L (%) | 579.9379 | 617.4075 | -37.4697 | -69.7935 | 605.2605 | -675.054 |
Avg Daily Profit (%) | 0.2784 | 0.2964 | -0.018 | -0.0574 | 0.0938 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -301440 | -167048 | -206966 | -997714 | -331579 | -738109 |
Profit Factor | 1.8675 | 2.6417 | 0.8719 | 0.944 | 2.2712 | 0.1228 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 30 | 12 | 18 | 30 | 12 | 18 |
Losing Trades | 37 | 21 | 16 | 37 | 21 | 16 |
Profitability (%) | 44.7761 | 36.3636 | 52.9412 | 44.7761 | 36.3636 | 52.9412 |
Ratio Avg Win / Avg Loss | 2.3033 | 4.623 | 0.775 | 1.1642 | 3.9746 | 0.1092 |
Largest Winning Trade | 701912 | 701912 | 63271 | 886584 | 886584 | 19069 |
Largest Losing Trade | -49032 | -36267 | -49032 | -318158 | -251960 | -318158 |
Avg Bars in Trades | 365 | 506 | 229 | 365 | 506 | 229 |
Avg Bars in Winners | 504 | 822 | 291 | 504 | 822 | 291 |
Avg Bars in Losers | 253 | 325 | 158 | 253 | 325 | 158 |
Bars Traded | 24493 | 16706 | 7787 | 24493 | 16706 | 7787 |
Profit Streak | 9.8414 | 0 | 58.258 | 9.8414 | 0 | 58.258 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -110392 | 308595 | -579853 | -701756 | -68317 | -579853 |
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{ "first_band": { "type": "kcl", "factors": { "length": 216, "offset": 139, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 215, "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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