Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2474786.2743 | 2402409.0832 | 72377.191 | 3421232.3194 | -673762.8296 | 4094995.149 |
Total P&L (%) | 2474.7863 | 2402.4091 | 72.3772 | 3421.2323 | -673.7628 | 4094.9951 |
Avg Daily Profit (%) | 1.1196 | 1.0869 | 0.0327 | 0.1613 | 0 | 0.1692 |
Buy And Hold Return (%) | 559.2641 | 559.2641 | 559.2641 | 559.2641 | 559.2641 | 559.2641 |
Max Trade Drawdown | -75184 | -93907 | -15157 | -8549328 | -11484060 | -1174745 |
Profit Factor | 9.5451 | 10.6366 | 2.7952 | 1.1441 | 0.9676 | 2.3874 |
Total Trades | 61 | 30 | 31 | 61 | 30 | 31 |
Winning Trades | 33 | 15 | 18 | 33 | 15 | 18 |
Losing Trades | 28 | 15 | 13 | 28 | 15 | 13 |
Profitability (%) | 54.0984 | 50 | 58.0645 | 54.0984 | 50 | 58.0645 |
Ratio Avg Win / Avg Loss | 8.0988 | 10.6366 | 2.0188 | 0.9707 | 0.9676 | 1.7243 |
Largest Winning Trade | 2323836 | 2323836 | 21043 | 8011916 | 8011916 | 1211283 |
Largest Losing Trade | -39893 | -39893 | -12897 | -4815316 | -4815316 | -890214 |
Avg Bars in Trades | 206 | 400 | 18 | 206 | 400 | 18 |
Avg Bars in Winners | 268 | 568 | 18 | 268 | 568 | 18 |
Avg Bars in Losers | 133 | 233 | 17 | 133 | 233 | 17 |
Bars Traded | 12591 | 12029 | 562 | 12591 | 12029 | 562 |
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 | -145341 | 717709 | -308305 | -222088 | -580825 | 489797 |
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 97, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 21, "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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