Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 106348.9823 | -26203.332 | 132552.3143 | 22315.0543 | -25935.1687 | 48250.223 |
Total P&L (%) | 106.349 | -26.2033 | 132.5523 | 22.3151 | -25.9352 | 48.2502 |
Avg Daily Profit (%) | 0.2042 | -0.0503 | 0.2545 | 0.0387 | -0.0576 | 0.0756 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72753 | -46571 | -74213 | -122691 | -64395 | -128939 |
Profit Factor | 1.2097 | 0.8425 | 1.3889 | 1.0278 | 0.8855 | 1.0835 |
Total Trades | 291 | 146 | 145 | 291 | 146 | 145 |
Winning Trades | 223 | 101 | 122 | 223 | 101 | 122 |
Losing Trades | 68 | 45 | 23 | 68 | 45 | 23 |
Profitability (%) | 76.6323 | 69.1781 | 84.1379 | 76.6323 | 69.1781 | 84.1379 |
Ratio Avg Win / Avg Loss | 0.3689 | 0.3754 | 0.2618 | 0.3134 | 0.3945 | 0.2043 |
Largest Winning Trade | 14608 | 5958 | 14608 | 20933 | 12285 | 20933 |
Largest Losing Trade | -47866 | -23584 | -47866 | -101598 | -36648 | -101598 |
Avg Bars in Trades | 85 | 11 | 158 | 85 | 11 | 158 |
Avg Bars in Winners | 49 | 5 | 85 | 49 | 5 | 85 |
Avg Bars in Losers | 202 | 25 | 547 | 202 | 25 | 547 |
Bars Traded | 24770 | 1750 | 23020 | 24770 | 1750 | 23020 |
Profit Streak | 1.0473 | 1.0473 | 26.8806 | 1.0473 | 1.0473 | 26.8806 |
Trades During Streak | 2 | 1 | 7 | 2 | 1 | 7 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 265716 | -581667 | 449744 | -336385 | -581667 | -218325 |
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{ "first_band": { "type": "fwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 72, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 86, "offset": 0, "scalar": 4 } } }
# | 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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