Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 15899769.2622 | 15943273.1418 | -43503.8796 | 2125948.3469 | 1771040.8221 | 354907.5248 |
Total P&L (%) | 15899.7693 | 15943.2731 | -43.5039 | 2125.9483 | 1771.0408 | 354.9075 |
Avg Daily Profit (%) | 7.0327 | 7.052 | -0.0192 | 0.1373 | 0.1296 | 0.067 |
Buy And Hold Return (%) | 9281.1228 | 9281.1228 | 9281.1228 | 9281.1228 | 9281.1228 | 9281.1228 |
Max Trade Drawdown | -184588 | -134531 | -82868 | -3373665 | -3056730 | -981406 |
Profit Factor | 19.9089 | 31.748 | 0.865 | 1.1788 | 1.2234 | 1.0896 |
Total Trades | 186 | 93 | 93 | 186 | 93 | 93 |
Winning Trades | 96 | 42 | 54 | 96 | 42 | 54 |
Losing Trades | 90 | 51 | 39 | 90 | 51 | 39 |
Profitability (%) | 51.6129 | 45.1613 | 58.0645 | 51.6129 | 45.1613 | 58.0645 |
Ratio Avg Win / Avg Loss | 18.6646 | 38.5511 | 0.6248 | 1.1052 | 1.4855 | 0.787 |
Largest Winning Trade | 15788853 | 15788853 | 26283 | 3123497 | 3123497 | 610639 |
Largest Losing Trade | -68560 | -35916 | -68560 | -1213514 | -1213514 | -823587 |
Avg Bars in Trades | 70 | 113 | 27 | 70 | 113 | 27 |
Avg Bars in Winners | 72 | 134 | 23 | 72 | 134 | 23 |
Avg Bars in Losers | 69 | 96 | 34 | 69 | 96 | 34 |
Bars Traded | 13182 | 10579 | 2603 | 13182 | 10579 | 2603 |
Profit Streak | 34.0264 | 68.0264 | 34.0264 | 34.0264 | 68.0264 | 34.0264 |
Trades During Streak | 2 | 2 | 1 | 2 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 642504 | 521423 | -579219 | -196683 | -186913 | -391241 |
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{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 63, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 147, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 63, "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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