Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 164597.5658 | 21900.1669 | 142697.3989 | 36563.8278 | -25961.7488 | 62525.5765 |
Total P&L (%) | 164.5976 | 21.9002 | 142.6974 | 36.5638 | -25.9617 | 62.5256 |
Avg Daily Profit (%) | 0.1601 | 0.0213 | 0.1388 | 0.0303 | -0.0292 | 0.0473 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -111206 | -132701 | -45635 | -108655 | -143679 | -58610 |
Profit Factor | 1.2296 | 1.0472 | 1.5637 | 1.0567 | 0.9365 | 1.2651 |
Total Trades | 179 | 89 | 90 | 179 | 89 | 90 |
Winning Trades | 108 | 54 | 54 | 108 | 54 | 54 |
Losing Trades | 71 | 35 | 36 | 71 | 35 | 36 |
Profitability (%) | 60.3352 | 60.6742 | 60 | 60.3352 | 60.6742 | 60 |
Ratio Avg Win / Avg Loss | 0.8083 | 0.6788 | 1.0425 | 0.6947 | 0.607 | 0.8434 |
Largest Winning Trade | 43478 | 43478 | 18000 | 44312 | 44312 | 17300 |
Largest Losing Trade | -40082 | -40082 | -31003 | -45337 | -40800 | -45337 |
Avg Bars in Trades | 66 | 87 | 46 | 66 | 87 | 46 |
Avg Bars in Winners | 43 | 55 | 31 | 43 | 55 | 31 |
Avg Bars in Losers | 102 | 136 | 68 | 102 | 136 | 68 |
Bars Traded | 11931 | 7756 | 4175 | 11931 | 7756 | 4175 |
Profit Streak | 29.6597 | 39.8263 | 29.6597 | 29.6597 | 39.8263 | 29.6597 |
Trades During Streak | 6 | 5 | 3 | 6 | 5 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 328175 | -337669 | -3595 | -310866 | -578172 | -129651 |
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{ "first_band": { "type": "kcl", "factors": { "length": 60, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 141, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 60, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 141, "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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