Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 493941.8525 | 372810.1427 | 121131.7098 | 166277.5653 | -697246.3999 | 863523.9653 |
Total P&L (%) | 493.9419 | 372.8101 | 121.1317 | 166.2776 | -697.2464 | 863.524 |
Avg Daily Profit (%) | 0.216 | 0.163 | 0.053 | 0.0428 | 0 | 0.0991 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98737 | -121099 | -79816 | -2332753 | -2502483 | -1027562 |
Profit Factor | 1.6297 | 1.7667 | 1.4063 | 1.0251 | 0.8434 | 1.3994 |
Total Trades | 113 | 56 | 57 | 113 | 56 | 57 |
Winning Trades | 71 | 33 | 38 | 71 | 33 | 38 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 62.8319 | 58.9286 | 66.6667 | 62.8319 | 58.9286 | 66.6667 |
Ratio Avg Win / Avg Loss | 0.9641 | 1.2313 | 0.7032 | 0.6064 | 0.5878 | 0.6997 |
Largest Winning Trade | 97808 | 97808 | 30461 | 662614 | 662614 | 468500 |
Largest Losing Trade | -67764 | -57928 | -67764 | -1488575 | -1488575 | -759441 |
Avg Bars in Trades | 77 | 114 | 40 | 77 | 114 | 40 |
Avg Bars in Winners | 59 | 94 | 29 | 59 | 94 | 29 |
Avg Bars in Losers | 107 | 142 | 64 | 107 | 142 | 64 |
Bars Traded | 8749 | 6415 | 2334 | 8749 | 6415 | 2334 |
Profit Streak | 0 | 121.048 | 0 | 0 | 121.048 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 361055 | -168788 | -301006 | -328271 | -759110 | -239103 |
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{ "first_band": { "type": "kcl", "factors": { "length": 159, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 189, "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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