Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248090.1091 | -3875.0898 | 251965.1989 | 762867.8894 | -107899.609 | 870767.4984 |
Total P&L (%) | 248.0901 | -3.8751 | 251.9652 | 762.8679 | -107.8996 | 870.7675 |
Avg Daily Profit (%) | 0.2403 | -0.0038 | 0.2441 | 0.209 | 0 | 0.2204 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -31572 | -42332 | -21998 | -137808 | -252154 | -51209 |
Profit Factor | 2.735 | 0.968 | 12.4535 | 2.3596 | 0.7884 | 18.004 |
Total Trades | 77 | 39 | 38 | 77 | 39 | 38 |
Winning Trades | 64 | 27 | 37 | 64 | 27 | 37 |
Losing Trades | 13 | 12 | 1 | 13 | 12 | 1 |
Profitability (%) | 83.1169 | 69.2308 | 97.3684 | 83.1169 | 69.2308 | 97.3684 |
Ratio Avg Win / Avg Loss | 0.5556 | 0.4302 | 0.3366 | 0.4793 | 0.3504 | 0.4866 |
Largest Winning Trade | 18416 | 17680 | 18416 | 103433 | 48653 | 103433 |
Largest Losing Trade | -31070 | -31070 | -21998 | -137808 | -137808 | -51209 |
Avg Bars in Trades | 65 | 32 | 99 | 65 | 32 | 99 |
Avg Bars in Winners | 42 | 9 | 66 | 42 | 9 | 66 |
Avg Bars in Losers | 181 | 85 | 1340 | 181 | 85 | 1340 |
Bars Traded | 5062 | 1265 | 3797 | 5062 | 1265 | 3797 |
Profit Streak | 0 | 0 | 533.9984 | 0 | 0 | 533.9984 |
Trades During Streak | 0 | 0 | 25 | 0 | 0 | 25 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -31401 | -578264 | 754878 | -31976 | -578264 | 762598 |
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{ "first_band": { "type": "fwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 242, "offset": 0, "scalar": 5 } } }
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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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