Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 296859.135 | 40712.4255 | 256146.7095 | -211752.7448 | -263849.9285 | 52097.1837 |
Total P&L (%) | 296.8591 | 40.7124 | 256.1467 | -211.7527 | -263.8499 | 52.0972 |
Avg Daily Profit (%) | 0.1938 | 0.0266 | 0.1672 | 0 | 0 | 0.0274 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -127658 | -59588 | -104680 | -761604 | -373484 | -541842 |
Profit Factor | 2.0211 | 1.4234 | 2.3165 | 0.8418 | 0.4501 | 1.0607 |
Total Trades | 61 | 31 | 30 | 61 | 31 | 30 |
Winning Trades | 48 | 23 | 25 | 31 | 14 | 17 |
Losing Trades | 13 | 8 | 5 | 30 | 17 | 13 |
Profitability (%) | 78.6885 | 74.1935 | 83.3333 | 50.8197 | 45.1613 | 56.6667 |
Ratio Avg Win / Avg Loss | 0.5474 | 0.4951 | 0.4633 | 0.8146 | 0.5465 | 0.8111 |
Largest Winning Trade | 52008 | 26829 | 52008 | 201112 | 98314 | 201112 |
Largest Losing Trade | -104680 | -23148 | -104680 | -477396 | -149033 | -477396 |
Avg Bars in Trades | 94 | 9 | 181 | 94 | 9 | 181 |
Avg Bars in Winners | 65 | 3 | 121 | 94 | 5 | 166 |
Avg Bars in Losers | 201 | 27 | 480 | 94 | 13 | 200 |
Bars Traded | 5751 | 305 | 5446 | 5751 | 305 | 5446 |
Profit Streak | 13.578 | 475.828 | 0 | 0 | 0 | 108.578 |
Trades During Streak | 1 | 9 | 0 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -153048 | -155537 | 473029 | -746671 | -582421 | -311559 |
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{ "first_band": { "type": "fwma", "factors": { "length": 190, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 63, "offset": 1, "scalar": 4 } } }
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# | 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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