Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1342215.9598 | 1417602.1122 | -75386.1524 | 41365.4279 | 372234.4608 | -330869.0329 |
Total P&L (%) | 1342.216 | 1417.6021 | -75.3862 | 41.3654 | 372.2345 | -330.869 |
Avg Daily Profit (%) | 0.5679 | 0.5998 | -0.0319 | 0.0146 | 0.0657 | 0 |
Buy And Hold Return (%) | 439.1508 | 439.1508 | 439.1508 | 439.1508 | 439.1508 | 439.1508 |
Max Trade Drawdown | -179467 | -136286 | -170810 | -553384 | -305349 | -392183 |
Profit Factor | 2.7475 | 4.6639 | 0.8022 | 1.0263 | 1.509 | 0.6071 |
Total Trades | 126 | 63 | 63 | 126 | 63 | 63 |
Winning Trades | 50 | 22 | 28 | 50 | 22 | 28 |
Losing Trades | 76 | 41 | 35 | 76 | 41 | 35 |
Profitability (%) | 39.6825 | 34.9206 | 44.4444 | 39.6825 | 34.9206 | 44.4444 |
Ratio Avg Win / Avg Loss | 4.1762 | 8.6918 | 1.0028 | 1.56 | 2.8122 | 0.7588 |
Largest Winning Trade | 894283 | 894283 | 53571 | 595401 | 595401 | 92164 |
Largest Losing Trade | -66137 | -39805 | -66137 | -270691 | -99407 | -270691 |
Avg Bars in Trades | 71 | 78 | 65 | 71 | 78 | 65 |
Avg Bars in Winners | 118 | 140 | 100 | 118 | 140 | 100 |
Avg Bars in Losers | 41 | 45 | 36 | 41 | 45 | 36 |
Bars Traded | 9057 | 4960 | 4097 | 9057 | 4960 | 4097 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 348686 | -136727 | -728229 | -533228 | -421334 | -729896 |
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{ "first_band": { "type": "kcl", "factors": { "length": 226, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 26, "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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