Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 703181.8773 | 421749.1134 | 281432.7639 | 3054221.6131 | 382925.7313 | 2671295.8818 |
Total P&L (%) | 703.1819 | 421.7491 | 281.4328 | 3054.2216 | 382.9257 | 2671.2959 |
Avg Daily Profit (%) | 0.3897 | 0.2337 | 0.156 | 0.1914 | 0.0873 | 0.1843 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -129976 | -58541 | -86204 | -4947773 | -2068924 | -3398497 |
Profit Factor | 1.9017 | 2.0895 | 1.7165 | 1.1464 | 1.0391 | 1.2414 |
Total Trades | 305 | 153 | 152 | 305 | 153 | 152 |
Winning Trades | 133 | 65 | 68 | 133 | 65 | 68 |
Losing Trades | 172 | 88 | 84 | 172 | 88 | 84 |
Profitability (%) | 43.6066 | 42.4837 | 44.7368 | 43.6066 | 42.4837 | 44.7368 |
Ratio Avg Win / Avg Loss | 2.4593 | 2.8289 | 2.1204 | 1.4825 | 1.4067 | 1.5335 |
Largest Winning Trade | 296319 | 296319 | 55806 | 2656016 | 2656016 | 1157993 |
Largest Losing Trade | -36330 | -20651 | -36330 | -2272312 | -725310 | -2272312 |
Avg Bars in Trades | 69 | 45 | 94 | 69 | 45 | 94 |
Avg Bars in Winners | 105 | 63 | 145 | 105 | 63 | 145 |
Avg Bars in Losers | 42 | 31 | 53 | 42 | 31 | 53 |
Bars Traded | 21272 | 6949 | 14323 | 21272 | 6949 | 14323 |
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 | 445613 | 331398 | 312912 | -52442 | -256626 | 249635 |
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{ "first_band": { "type": "fwma", "factors": { "length": 120, "offset": 165 } }, "second_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 120, "offset": 165 } }, "second_band": { "type": "kcl", "factors": { "length": 93, "offset": 0, "scalar": 2 } } }
# | 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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