Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2113432.7719 | 2247100.1019 | -133667.33 | -182057.2494 | 4343361.5199 | -4525418.7693 |
Total P&L (%) | 2113.4328 | 2247.1001 | -133.6673 | -182.0572 | 4343.3615 | -4525.4188 |
Avg Daily Profit (%) | 1.0149 | 1.079 | -0.0642 | 0 | 0.1824 | 0 |
Buy And Hold Return (%) | 454.5405 | 454.5405 | 454.5405 | 454.5405 | 454.5405 | 454.5405 |
Max Trade Drawdown | -252322 | -124802 | -158491 | -4466555 | -439500 | -4679398 |
Profit Factor | 3.8602 | 5.5081 | 0.4441 | 0.97 | 4.4186 | 0.0556 |
Total Trades | 75 | 37 | 38 | 75 | 37 | 38 |
Winning Trades | 38 | 18 | 20 | 36 | 19 | 17 |
Losing Trades | 37 | 19 | 18 | 39 | 18 | 21 |
Profitability (%) | 50.6667 | 48.6486 | 52.6316 | 48 | 51.3514 | 44.7368 |
Ratio Avg Win / Avg Loss | 3.7586 | 5.8141 | 0.3997 | 1.0508 | 4.1861 | 0.0687 |
Largest Winning Trade | 2193901 | 2193901 | 13148 | 3016676 | 3016676 | 77601 |
Largest Losing Trade | -141607 | -57172 | -141607 | -4466555 | -368142 | -4466555 |
Avg Bars in Trades | 321 | 629 | 22 | 321 | 629 | 22 |
Avg Bars in Winners | 341 | 696 | 20 | 391 | 720 | 24 |
Avg Bars in Losers | 301 | 565 | 23 | 257 | 533 | 20 |
Bars Traded | 24123 | 23286 | 837 | 24123 | 23286 | 837 |
Profit Streak | 0 | 0 | 0 | 70.0014 | 70.0014 | 130.9181 |
Trades During Streak | 0 | 0 | 0 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -42524 | 708202 | -580146 | -639788 | 575796 | -581182 |
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{ "first_band": { "type": "kcl", "factors": { "length": 194, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 194, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 233, "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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