Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 234070.5335 | 70489.4533 | 163581.0802 | 218671.0071 | -12314.824 | 230985.8312 |
Total P&L (%) | 234.0705 | 70.4895 | 163.5811 | 218.671 | -12.3148 | 230.9858 |
Avg Daily Profit (%) | 0.2289 | 0.0689 | 0.16 | 0.1134 | -0.0129 | 0.1171 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -75194 | -88500 | -28047 | -186376 | -272878 | -72616 |
Profit Factor | 1.7308 | 1.2801 | 3.3855 | 1.3024 | 0.9784 | 2.5176 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 15 | 20 | 35 | 15 | 20 |
Losing Trades | 23 | 14 | 9 | 23 | 14 | 9 |
Profitability (%) | 60.3448 | 51.7241 | 68.9655 | 60.3448 | 51.7241 | 68.9655 |
Ratio Avg Win / Avg Loss | 1.1374 | 1.1947 | 1.5235 | 0.8559 | 0.9132 | 1.1329 |
Largest Winning Trade | 51645 | 51645 | 31243 | 99172 | 99172 | 64113 |
Largest Losing Trade | -50573 | -50573 | -28047 | -165991 | -165991 | -72616 |
Avg Bars in Trades | 98 | 141 | 54 | 98 | 141 | 54 |
Avg Bars in Winners | 55 | 63 | 49 | 55 | 63 | 49 |
Avg Bars in Losers | 163 | 226 | 65 | 163 | 226 | 65 |
Bars Traded | 5699 | 4112 | 1587 | 5699 | 4112 | 1587 |
Profit Streak | 10.0972 | 0 | 37.2639 | 10.0972 | 0 | 37.2639 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -167459 | -100758 | 601232 | -220654 | -580609 | -30003 |
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{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 225, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 43, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 225, "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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