Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530370.0274 | 524719.723 | 5650.3043 | -38901.7505 | -391224.3416 | 352322.5911 |
Total P&L (%) | 530.37 | 524.7197 | 5.6503 | -38.9018 | -391.2243 | 352.3226 |
Avg Daily Profit (%) | 0.3278 | 0.3243 | 0.0035 | -0.0304 | 0 | 0.0933 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -291393 | -243369 | -48024 | -2005140 | -1685766 | -407852 |
Profit Factor | 1.7933 | 2.0534 | 1.0332 | 0.9895 | 0.8616 | 1.3982 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 49 | 20 | 29 | 49 | 20 | 29 |
Losing Trades | 55 | 32 | 23 | 55 | 32 | 23 |
Profitability (%) | 47.1154 | 38.4615 | 55.7692 | 47.1154 | 38.4615 | 55.7692 |
Ratio Avg Win / Avg Loss | 2.0129 | 3.2854 | 0.8194 | 1.1107 | 1.3786 | 1.109 |
Largest Winning Trade | 484565 | 484565 | 37392 | 633139 | 633139 | 401795 |
Largest Losing Trade | -50949 | -50949 | -35924 | -653084 | -653084 | -223866 |
Avg Bars in Trades | 179 | 326 | 33 | 179 | 326 | 33 |
Avg Bars in Winners | 194 | 433 | 29 | 194 | 433 | 29 |
Avg Bars in Losers | 166 | 259 | 38 | 166 | 259 | 38 |
Bars Traded | 18697 | 16964 | 1733 | 18697 | 16964 | 1733 |
Profit Streak | 0 | 0 | 514.3502 | 0 | 0 | 514.3502 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 420707 | -171539 | -718370 | -579956 | -763653 | -246417 |
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{ "first_band": { "type": "kcl", "factors": { "length": 216, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 116, "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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