Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 441787.3845 | 455175.4652 | -13388.0806 | 19555.1235 | 388940.0364 | -369384.9129 |
Total P&L (%) | 441.7874 | 455.1755 | -13.3881 | 19.5551 | 388.94 | -369.3849 |
Avg Daily Profit (%) | 0.1888 | 0.1945 | -0.0057 | 0.0076 | 0.0679 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -163406 | -122113 | -58832 | -1012107 | -548020 | -474070 |
Profit Factor | 1.862 | 2.2834 | 0.9152 | 1.0105 | 1.3268 | 0.4488 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 31 | 17 | 14 | 31 | 17 | 14 |
Profitability (%) | 53.7313 | 48.4848 | 58.8235 | 53.7313 | 48.4848 | 58.8235 |
Ratio Avg Win / Avg Loss | 1.6034 | 2.4261 | 0.6406 | 0.8702 | 1.4097 | 0.3141 |
Largest Winning Trade | 361614 | 361614 | 25878 | 566964 | 566964 | 75916 |
Largest Losing Trade | -71074 | -71074 | -38067 | -478326 | -478326 | -413665 |
Avg Bars in Trades | 191 | 351 | 36 | 191 | 351 | 36 |
Avg Bars in Winners | 176 | 355 | 33 | 176 | 355 | 33 |
Avg Bars in Losers | 209 | 348 | 40 | 209 | 348 | 40 |
Bars Traded | 12837 | 11601 | 1237 | 12837 | 11601 | 1237 |
Profit Streak | 81.1274 | 81.1274 | 127.1274 | 81.1274 | 81.1274 | 127.1274 |
Trades During Streak | 3 | 1 | 2 | 3 | 1 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -108089 | 427151 | -578692 | -519592 | -102146 | -578692 |
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 185, "offset": 0 } } }
# | 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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