Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1455353.9248 | 1501134.9622 | -45781.0374 | 101287.8623 | 220881.9174 | -119594.0551 |
Total P&L (%) | 1455.3539 | 1501.135 | -45.781 | 101.2879 | 220.8819 | -119.5941 |
Avg Daily Profit (%) | 0.7995 | 0.8247 | -0.0252 | 0.0384 | 0.0641 | 0 |
Buy And Hold Return (%) | 683.8093 | 683.8093 | 683.8093 | 683.8093 | 683.8093 | 683.8093 |
Max Trade Drawdown | -148074 | -165136 | -87552 | -1564507 | -1756578 | -523267 |
Profit Factor | 2.8244 | 3.7266 | 0.8148 | 1.0214 | 1.0628 | 0.9012 |
Total Trades | 131 | 65 | 66 | 131 | 65 | 66 |
Winning Trades | 58 | 24 | 34 | 58 | 24 | 34 |
Losing Trades | 73 | 41 | 32 | 73 | 41 | 32 |
Profitability (%) | 44.2748 | 36.9231 | 51.5152 | 44.2748 | 36.9231 | 51.5152 |
Ratio Avg Win / Avg Loss | 3.5548 | 6.3662 | 0.7669 | 1.2856 | 1.8156 | 0.8482 |
Largest Winning Trade | 878524 | 878524 | 32535 | 1480519 | 1480519 | 249699 |
Largest Losing Trade | -42634 | -42634 | -30119 | -453144 | -453144 | -205258 |
Avg Bars in Trades | 51 | 83 | 20 | 51 | 83 | 20 |
Avg Bars in Winners | 62 | 121 | 20 | 62 | 121 | 20 |
Avg Bars in Losers | 43 | 62 | 19 | 43 | 62 | 19 |
Bars Traded | 6788 | 5458 | 1330 | 6788 | 5458 | 1330 |
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 | 383048 | -122582 | -704484 | -506171 | -560538 | -704484 |
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 42, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 42, "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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