Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 356307.4894 | 93255.1991 | 263052.2903 | 657255.9131 | 70172.1982 | 587083.7149 |
Total P&L (%) | 356.3075 | 93.2552 | 263.0523 | 657.2559 | 70.1722 | 587.0837 |
Avg Daily Profit (%) | 0.2131 | 0.0558 | 0.1573 | 0.1212 | 0.0318 | 0.1153 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -70779 | -45648 | -70779 | -322241 | -322241 | -310965 |
Profit Factor | 2.3394 | 1.8035 | 2.7542 | 1.7813 | 1.1688 | 2.3795 |
Total Trades | 88 | 44 | 44 | 88 | 44 | 44 |
Winning Trades | 77 | 36 | 41 | 77 | 36 | 41 |
Losing Trades | 11 | 8 | 3 | 11 | 8 | 3 |
Profitability (%) | 87.5 | 81.8182 | 93.1818 | 87.5 | 81.8182 | 93.1818 |
Ratio Avg Win / Avg Loss | 0.3342 | 0.4008 | 0.2015 | 0.2545 | 0.2597 | 0.1741 |
Largest Winning Trade | 24094 | 18945 | 24094 | 118403 | 79958 | 118403 |
Largest Losing Trade | -70779 | -45648 | -70779 | -322241 | -322241 | -310965 |
Avg Bars in Trades | 35 | 21 | 48 | 35 | 21 | 48 |
Avg Bars in Winners | 20 | 12 | 27 | 20 | 12 | 27 |
Avg Bars in Losers | 137 | 64 | 331 | 137 | 64 | 331 |
Bars Traded | 3104 | 962 | 2142 | 3104 | 962 | 2142 |
Profit Streak | 170.3213 | 170.3213 | 545.8213 | 170.3213 | 170.3213 | 545.8213 |
Trades During Streak | 10 | 5 | 15 | 10 | 5 | 15 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 579361 | -111983 | 593088 | -23562 | -181094 | -30114 |
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{ "first_band": { "type": "fwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 220, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 144, "offset": 0, "scalar": 3 } } }
# | 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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