Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 596091.1119 | 656969.2138 | -60878.1019 | 166645.2831 | 3414085.7852 | -3247440.5021 |
Total P&L (%) | 596.0911 | 656.9692 | -60.8781 | 166.6453 | 3414.0858 | -3247.4405 |
Avg Daily Profit (%) | 0.3274 | 0.3608 | -0.0334 | 0.0539 | 0.1957 | 0 |
Buy And Hold Return (%) | 620.4033 | 620.4033 | 620.4033 | 620.4033 | 620.4033 | 620.4033 |
Max Trade Drawdown | -214559 | -109773 | -125899 | -2555150 | -1020569 | -3603760 |
Profit Factor | 1.5333 | 2.667 | 0.9159 | 1.0131 | 1.8388 | 0.6263 |
Total Trades | 226 | 113 | 113 | 226 | 113 | 113 |
Winning Trades | 101 | 55 | 46 | 101 | 55 | 46 |
Losing Trades | 125 | 58 | 67 | 125 | 58 | 67 |
Profitability (%) | 44.6903 | 48.6726 | 40.708 | 44.6903 | 48.6726 | 40.708 |
Ratio Avg Win / Avg Loss | 1.8976 | 2.8125 | 1.334 | 1.2538 | 1.9391 | 0.9122 |
Largest Winning Trade | 243654 | 243654 | 62852 | 1684384 | 1684384 | 480582 |
Largest Losing Trade | -33086 | -24496 | -33086 | -646186 | -430030 | -646186 |
Avg Bars in Trades | 95 | 56 | 133 | 95 | 56 | 133 |
Avg Bars in Winners | 131 | 71 | 203 | 131 | 71 | 203 |
Avg Bars in Losers | 65 | 41 | 85 | 65 | 41 | 85 |
Bars Traded | 21479 | 6371 | 15107 | 21479 | 6371 | 15107 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -154913 | -133711 | -582978 | -493793 | 349991 | -584645 |
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{ "first_band": { "type": "pwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 218, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 140, "offset": 0, "scalar": 2 } } }
# | 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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