Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2263712.18 | 2200955.0264 | 62757.1536 | 34372927.7068 | 32443253.4786 | 1929674.2281 |
Total P&L (%) | 2263.7122 | 2200.955 | 62.7572 | 34372.9277 | 32443.2535 | 1929.6742 |
Avg Daily Profit (%) | 1.1078 | 1.0771 | 0.0307 | 0.2863 | 0.2835 | 0.1474 |
Buy And Hold Return (%) | 3554.1275 | 3554.1275 | 3554.1275 | 3554.1275 | 3554.1275 | 3554.1275 |
Max Trade Drawdown | -89266 | -90201 | -77704 | -6734308 | -6138308 | -6443812 |
Profit Factor | 6.4219 | 10.9958 | 1.318 | 2.3185 | 3.6684 | 1.1387 |
Total Trades | 65 | 33 | 32 | 65 | 33 | 32 |
Winning Trades | 20 | 11 | 9 | 20 | 11 | 9 |
Losing Trades | 45 | 22 | 23 | 45 | 22 | 23 |
Profitability (%) | 30.7692 | 33.3333 | 28.125 | 30.7692 | 33.3333 | 28.125 |
Ratio Avg Win / Avg Loss | 14.4492 | 21.9916 | 3.3683 | 5.2166 | 7.3368 | 2.91 |
Largest Winning Trade | 1256698 | 1256698 | 72833 | 11778479 | 11778479 | 7206838 |
Largest Losing Trade | -19231 | -19231 | -15204 | -3379165 | -3355143 | -3379165 |
Avg Bars in Trades | 58 | 61 | 54 | 58 | 61 | 54 |
Avg Bars in Winners | 159 | 166 | 150 | 159 | 166 | 150 |
Avg Bars in Losers | 13 | 9 | 16 | 13 | 9 | 16 |
Bars Traded | 3774 | 2032 | 1742 | 3774 | 2032 | 1742 |
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 | -287572 | -150349 | -332404 | -130565 | 326288 | -244507 |
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{ "first_band": { "type": "kcl", "factors": { "length": 171, "offset": 0, "scalar": 1 } }, "second_band": { "type": "fwma", "factors": { "length": 5, "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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