Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -520336.8301 | 35505.0085 | -555841.8386 | 5688339.2328 | 1621731.0187 | 4066608.2141 |
Total P&L (%) | -520.3368 | 35.505 | -555.8418 | 5688.3392 | 1621.731 | 4066.6082 |
Avg Daily Profit (%) | -0.2862 | 0.0195 | -0.3057 | 0.2234 | 0.1566 | 0.2053 |
Buy And Hold Return (%) | 591.5718 | 591.5718 | 591.5718 | 591.5718 | 591.5718 | 591.5718 |
Max Trade Drawdown | -665630 | -59481 | -650452 | -1215046 | -252207 | -1366556 |
Profit Factor | 0.4352 | 1.4293 | 0.3372 | 3.027 | 3.8619 | 2.8158 |
Total Trades | 57 | 29 | 28 | 57 | 29 | 28 |
Winning Trades | 43 | 21 | 22 | 25 | 15 | 10 |
Losing Trades | 14 | 8 | 6 | 32 | 14 | 18 |
Profitability (%) | 75.4386 | 72.4138 | 78.5714 | 43.8596 | 51.7241 | 35.7143 |
Ratio Avg Win / Avg Loss | 0.1417 | 0.5445 | 0.092 | 3.8746 | 3.6044 | 5.0684 |
Largest Winning Trade | 32648 | 14047 | 32648 | 3035051 | 531217 | 3035051 |
Largest Losing Trade | -503551 | -52673 | -503551 | -637612 | -217620 | -637612 |
Avg Bars in Trades | 76 | 13 | 142 | 76 | 13 | 142 |
Avg Bars in Winners | 40 | 8 | 72 | 68 | 16 | 146 |
Avg Bars in Losers | 187 | 28 | 399 | 83 | 10 | 140 |
Bars Traded | 4386 | 394 | 3992 | 4386 | 394 | 3992 |
Profit Streak | 84.2176 | 444.551 | 0 | 84.2176 | 444.551 | 0 |
Trades During Streak | 1 | 6 | 0 | 1 | 6 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -756422 | -328821 | -598129 | -167309 | 472511 | -13236 |
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{ "first_band": { "type": "fwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 34, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 92, "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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