Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 308603.8521 | 247542.2911 | 61061.561 | 29314.3673 | -136537.1456 | 165851.5129 |
Total P&L (%) | 308.6039 | 247.5423 | 61.0616 | 29.3144 | -136.5371 | 165.8515 |
Avg Daily Profit (%) | 0.3034 | 0.2433 | 0.06 | 0.0253 | 0 | 0.0962 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -126762 | -132336 | -33175 | -446588 | -492761 | -56120 |
Profit Factor | 1.5073 | 1.5322 | 1.4263 | 1.0238 | 0.8643 | 1.7423 |
Total Trades | 135 | 67 | 68 | 135 | 67 | 68 |
Winning Trades | 85 | 42 | 43 | 85 | 42 | 43 |
Losing Trades | 50 | 25 | 25 | 50 | 25 | 25 |
Profitability (%) | 62.963 | 62.6866 | 63.2353 | 62.963 | 62.6866 | 63.2353 |
Ratio Avg Win / Avg Loss | 0.8866 | 0.912 | 0.8292 | 0.6023 | 0.5145 | 1.013 |
Largest Winning Trade | 162639 | 162639 | 15977 | 92965 | 92965 | 50667 |
Largest Losing Trade | -82292 | -82292 | -20509 | -131427 | -131427 | -27088 |
Avg Bars in Trades | 167 | 297 | 38 | 167 | 297 | 38 |
Avg Bars in Winners | 93 | 155 | 32 | 93 | 155 | 32 |
Avg Bars in Losers | 292 | 536 | 49 | 292 | 536 | 49 |
Bars Traded | 22560 | 19918 | 2642 | 22560 | 19918 | 2642 |
Profit Streak | 97.9016 | 107.7349 | 97.9016 | 97.9016 | 107.7349 | 97.9016 |
Trades During Streak | 6 | 4 | 3 | 6 | 4 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 421359 | -105816 | -220288 | -354734 | -694422 | -168507 |
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{ "first_band": { "type": "kcl", "factors": { "length": 71, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 218, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 71, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 218, "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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