Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 679387.0848 | 674799.8495 | 4587.2353 | 175490.0618 | 199623.3876 | -24133.3258 |
Total P&L (%) | 679.3871 | 674.7999 | 4.5872 | 175.4901 | 199.6234 | -24.1333 |
Avg Daily Profit (%) | 0.3262 | 0.324 | 0.0022 | 0.0487 | 0.0527 | -0.0133 |
Buy And Hold Return (%) | 103.7791 | 103.7791 | 103.7791 | 103.7791 | 103.7791 | 103.7791 |
Max Trade Drawdown | -80094 | -91057 | -20379 | -359155 | -365778 | -81647 |
Profit Factor | 2.8926 | 3.2165 | 1.0841 | 1.1619 | 1.2212 | 0.8669 |
Total Trades | 68 | 34 | 34 | 68 | 34 | 34 |
Winning Trades | 34 | 15 | 19 | 34 | 15 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 50 | 44.1176 | 55.8824 | 50 | 44.1176 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.8926 | 4.0743 | 0.8559 | 1.1619 | 1.5469 | 0.6844 |
Largest Winning Trade | 691001 | 691001 | 8226 | 475441 | 475441 | 26139 |
Largest Losing Trade | -31498 | -31498 | -16803 | -126945 | -126945 | -66906 |
Avg Bars in Trades | 358 | 704 | 12 | 358 | 704 | 12 |
Avg Bars in Winners | 515 | 1153 | 11 | 515 | 1153 | 11 |
Avg Bars in Losers | 202 | 351 | 14 | 202 | 351 | 14 |
Bars Traded | 24405 | 23968 | 437 | 24405 | 23968 | 437 |
Profit Streak | 94.9024 | 171.9857 | 0 | 94.9024 | 171.9857 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -98603 | 488792 | -484285 | -292192 | -130550 | -579754 |
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{ "first_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 40, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 134, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 40, "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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