Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -252602.7922 | 52791.2709 | -305394.0631 | 3084449.4 | 561903.4341 | 2522545.9659 |
Total P&L (%) | -252.6028 | 52.7913 | -305.3941 | 3084.4494 | 561.9034 | 2522.546 |
Avg Daily Profit (%) | -0.1304 | 0.0273 | -0.1577 | 0.1789 | 0.0976 | 0.1688 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -573647 | -40210 | -575087 | -666482 | -369200 | -569917 |
Profit Factor | 0.6853 | 1.5156 | 0.564 | 2.5308 | 1.6413 | 3.215 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 87 | 40 | 47 | 83 | 38 | 45 |
Losing Trades | 20 | 14 | 6 | 24 | 16 | 8 |
Profitability (%) | 81.3084 | 74.0741 | 88.6792 | 77.5701 | 70.3704 | 84.9057 |
Ratio Avg Win / Avg Loss | 0.1575 | 0.5305 | 0.072 | 0.7318 | 0.6911 | 0.5716 |
Largest Winning Trade | 23721 | 15724 | 23721 | 408080 | 225406 | 408080 |
Largest Losing Trade | -485216 | -22346 | -485216 | -569917 | -228377 | -569917 |
Avg Bars in Trades | 48 | 22 | 74 | 48 | 22 | 74 |
Avg Bars in Winners | 21 | 10 | 31 | 27 | 10 | 42 |
Avg Bars in Losers | 161 | 56 | 407 | 118 | 50 | 255 |
Bars Traded | 5140 | 1199 | 3940 | 5140 | 1199 | 3940 |
Profit Streak | 164.8261 | 164.8261 | 240.1594 | 164.8261 | 164.8261 | 240.1594 |
Trades During Streak | 14 | 7 | 13 | 14 | 7 | 13 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574551 | -333061 | -754528 | 564781 | -237547 | -162978 |
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{ "first_band": { "type": "fwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 188, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 135, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 188, "offset": 0, "scalar": 4 } } }
# | 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) |
---|