Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 272397.7129 | 41439.1783 | 230958.5346 | 827658.8843 | 22370.8633 | 805288.021 |
Total P&L (%) | 272.3977 | 41.4392 | 230.9585 | 827.6589 | 22.3709 | 805.288 |
Avg Daily Profit (%) | 0.2101 | 0.032 | 0.1782 | 0.172 | 0.0156 | 0.1701 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -38422 | -55166 | -24687 | -238683 | -304733 | -238683 |
Profit Factor | 2.4088 | 1.3798 | 3.7411 | 1.7845 | 1.0404 | 2.6058 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 55 | 24 | 31 | 55 | 24 | 31 |
Losing Trades | 16 | 12 | 4 | 16 | 12 | 4 |
Profitability (%) | 77.4648 | 66.6667 | 88.5714 | 77.4648 | 66.6667 | 88.5714 |
Ratio Avg Win / Avg Loss | 0.7007 | 0.6899 | 0.4827 | 0.5191 | 0.5202 | 0.3362 |
Largest Winning Trade | 33349 | 31331 | 33349 | 114985 | 63395 | 114985 |
Largest Losing Trade | -27281 | -27281 | -24687 | -238683 | -119952 | -238683 |
Avg Bars in Trades | 69 | 27 | 112 | 69 | 27 | 112 |
Avg Bars in Winners | 30 | 8 | 48 | 30 | 8 | 48 |
Avg Bars in Losers | 202 | 65 | 613 | 202 | 65 | 613 |
Bars Traded | 4936 | 985 | 3951 | 4936 | 985 | 3951 |
Profit Streak | 7.8757 | 174.1257 | 0 | 7.8757 | 174.1257 | 0 |
Trades During Streak | 1 | 2 | 0 | 1 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -77244 | -149965 | 584679 | -78358 | -351681 | 528706 |
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{ "first_band": { "type": "fwma", "factors": { "length": 183, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 198, "offset": 0, "scalar": 5 } } }
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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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