Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -50328.3795 | 130905.3337 | -181233.7131 | 4936888.9178 | 1450842.2149 | 3486046.703 |
Total P&L (%) | -50.3284 | 130.9053 | -181.2337 | 4936.8889 | 1450.8422 | 3486.0467 |
Avg Daily Profit (%) | -0.0266 | 0.0692 | -0.0957 | 0.2073 | 0.1449 | 0.1893 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -350448 | -40828 | -350448 | -2586941 | -614439 | -2272457 |
Profit Factor | 0.9403 | 1.8148 | 0.7345 | 1.6342 | 1.547 | 1.6792 |
Total Trades | 183 | 92 | 91 | 183 | 92 | 91 |
Winning Trades | 149 | 69 | 80 | 95 | 52 | 43 |
Losing Trades | 34 | 23 | 11 | 88 | 40 | 48 |
Profitability (%) | 81.4208 | 75 | 87.9121 | 51.9126 | 56.5217 | 47.2527 |
Ratio Avg Win / Avg Loss | 0.2146 | 0.6049 | 0.101 | 1.5138 | 1.19 | 1.8745 |
Largest Winning Trade | 18743 | 18743 | 18261 | 2686613 | 547465 | 2686613 |
Largest Losing Trade | -350448 | -36276 | -350448 | -1375780 | -416773 | -1375780 |
Avg Bars in Trades | 60 | 36 | 84 | 60 | 36 | 84 |
Avg Bars in Winners | 28 | 14 | 40 | 62 | 42 | 86 |
Avg Bars in Losers | 198 | 101 | 400 | 57 | 28 | 82 |
Bars Traded | 11004 | 3353 | 7651 | 11004 | 3353 | 7651 |
Profit Streak | 63.6122 | 176.9455 | 63.6122 | 63.6122 | 176.9455 | 63.6122 |
Trades During Streak | 3 | 9 | 1 | 3 | 9 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -574127 | -95207 | -575593 | 496353 | 161681 | 371055 |
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{ "first_band": { "type": "fwma", "factors": { "length": 105, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 248, "offset": 0, "scalar": 3 } } }
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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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