Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 54200.2216 | -102936.4659 | 157136.6875 | -22609.5234 | -88696.5856 | 66087.0621 |
Total P&L (%) | 54.2002 | -102.9365 | 157.1367 | -22.6095 | -88.6966 | 66.0871 |
Avg Daily Profit (%) | 0.0522 | -0.0991 | 0.1512 | -0.0247 | -0.2096 | 0.0488 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -68882 | -122801 | -73170 | -90024 | -103572 | -94705 |
Profit Factor | 1.16 | 0.497 | 2.1708 | 0.9262 | 0.4572 | 1.4629 |
Total Trades | 91 | 46 | 45 | 91 | 46 | 45 |
Winning Trades | 65 | 26 | 39 | 65 | 26 | 39 |
Losing Trades | 26 | 20 | 6 | 26 | 20 | 6 |
Profitability (%) | 71.4286 | 56.5217 | 86.6667 | 71.4286 | 56.5217 | 86.6667 |
Ratio Avg Win / Avg Loss | 0.464 | 0.3823 | 0.334 | 0.3705 | 0.3517 | 0.2251 |
Largest Winning Trade | 18336 | 10273 | 18336 | 16176 | 10881 | 16176 |
Largest Losing Trade | -60741 | -27717 | -60741 | -70804 | -24987 | -70804 |
Avg Bars in Trades | 42 | 15 | 69 | 42 | 15 | 69 |
Avg Bars in Winners | 30 | 4 | 48 | 30 | 4 | 48 |
Avg Bars in Losers | 71 | 29 | 209 | 71 | 29 | 209 |
Bars Traded | 3844 | 712 | 3131 | 3844 | 712 | 3131 |
Profit Streak | 65.2056 | 103.4556 | 65.2056 | 65.2056 | 103.4556 | 65.2056 |
Trades During Streak | 5 | 3 | 2 | 5 | 3 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -165753 | -578225 | 508723 | -575985 | -578225 | -122956 |
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{ "first_band": { "type": "fwma", "factors": { "length": 123, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 47, "offset": 0, "scalar": 2 } } }
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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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