Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 524322.5058 | 561642.7917 | -37320.286 | -190106.3285 | 654523.3868 | -844629.7153 |
Total P&L (%) | 524.3225 | 561.6428 | -37.3203 | -190.1063 | 654.5234 | -844.6297 |
Avg Daily Profit (%) | 0.277 | 0.2967 | -0.0197 | 0 | 0.1068 | 0 |
Buy And Hold Return (%) | 188.9317 | 188.9317 | 188.9317 | 188.9317 | 188.9317 | 188.9317 |
Max Trade Drawdown | -119662 | -87454 | -131722 | -1000452 | -126600 | -1067963 |
Profit Factor | 1.4739 | 2.0583 | 0.9352 | 0.923 | 1.7869 | 0.4837 |
Total Trades | 287 | 143 | 144 | 287 | 143 | 144 |
Winning Trades | 136 | 66 | 70 | 154 | 78 | 76 |
Losing Trades | 151 | 77 | 74 | 133 | 65 | 68 |
Profitability (%) | 47.3868 | 46.1538 | 48.6111 | 53.6585 | 54.5455 | 52.7778 |
Ratio Avg Win / Avg Loss | 1.6364 | 2.4013 | 0.9886 | 0.7971 | 1.4891 | 0.4328 |
Largest Winning Trade | 248525 | 248525 | 59176 | 251036 | 251036 | 115100 |
Largest Losing Trade | -109164 | -33198 | -109164 | -823666 | -126600 | -823666 |
Avg Bars in Trades | 77 | 82 | 73 | 77 | 82 | 73 |
Avg Bars in Winners | 102 | 103 | 101 | 71 | 88 | 54 |
Avg Bars in Losers | 55 | 64 | 46 | 85 | 75 | 94 |
Bars Traded | 22349 | 11758 | 10591 | 22349 | 11758 | 10591 |
Profit Streak | 0 | 42.0461 | 0 | 18.7961 | 0 | 40.9627 |
Trades During Streak | 0 | 1 | 0 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 292590 | 306774 | -581490 | -578241 | -49958 | -580041 |
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{ "first_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 52, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 232, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 52, "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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