Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 299123.4558 | 269128.3242 | 29995.1316 | 56328.4047 | 57864.3731 | -1535.9684 |
Total P&L (%) | 299.1235 | 269.1283 | 29.9951 | 56.3284 | 57.8644 | -1.536 |
Avg Daily Profit (%) | 0.2872 | 0.2584 | 0.0288 | 0.0429 | 0.0438 | -0.0015 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -132677 | -125532 | -59603 | -331412 | -285730 | -118232 |
Profit Factor | 1.2515 | 1.3065 | 1.0964 | 1.0296 | 1.0414 | 0.9969 |
Total Trades | 405 | 202 | 203 | 405 | 202 | 203 |
Winning Trades | 233 | 121 | 112 | 233 | 121 | 112 |
Losing Trades | 172 | 81 | 91 | 172 | 81 | 91 |
Profitability (%) | 57.5309 | 59.901 | 55.1724 | 57.5309 | 59.901 | 55.1724 |
Ratio Avg Win / Avg Loss | 0.9239 | 0.8746 | 0.8908 | 0.7601 | 0.6971 | 0.81 |
Largest Winning Trade | 147705 | 147705 | 18163 | 128781 | 128781 | 39676 |
Largest Losing Trade | -39950 | -29840 | -39950 | -110075 | -110075 | -84586 |
Avg Bars in Trades | 61 | 111 | 11 | 61 | 111 | 11 |
Avg Bars in Winners | 44 | 77 | 9 | 44 | 77 | 9 |
Avg Bars in Losers | 83 | 161 | 13 | 83 | 161 | 13 |
Bars Traded | 24746 | 22444 | 2302 | 24746 | 22444 | 2302 |
Profit Streak | 8.2915 | 13.6248 | 8.2915 | 8.2915 | 13.6248 | 8.2915 |
Trades During Streak | 4 | 4 | 2 | 4 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 402500 | 357262 | -271118 | -321427 | -308515 | -578195 |
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{ "first_band": { "type": "kcl", "factors": { "length": 27, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 50, "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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