Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 174191.4798 | 185819.4477 | -11627.968 | -14304.7322 | 36309.8155 | -50614.5477 |
Total P&L (%) | 174.1915 | 185.8194 | -11.628 | -14.3047 | 36.3098 | -50.6145 |
Avg Daily Profit (%) | 0.1672 | 0.1784 | -0.0112 | -0.0148 | 0.0297 | -0.0677 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -115172 | -120165 | -39291 | -180217 | -168076 | -77556 |
Profit Factor | 1.3615 | 1.4497 | 0.8307 | 0.9767 | 1.0716 | 0.5285 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 47 | 21 | 26 | 47 | 21 | 26 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 52.809 | 47.7273 | 57.7778 | 52.809 | 47.7273 | 57.7778 |
Ratio Avg Win / Avg Loss | 1.2166 | 1.5878 | 0.6071 | 0.8728 | 1.1736 | 0.3862 |
Largest Winning Trade | 92827 | 92827 | 8525 | 106196 | 106196 | 7649 |
Largest Losing Trade | -44836 | -44836 | -29907 | -89405 | -89405 | -65974 |
Avg Bars in Trades | 258 | 507 | 16 | 258 | 507 | 16 |
Avg Bars in Winners | 289 | 633 | 12 | 289 | 633 | 12 |
Avg Bars in Losers | 224 | 392 | 21 | 224 | 392 | 21 |
Bars Traded | 23048 | 22326 | 722 | 23048 | 22326 | 722 |
Profit Streak | 94.8708 | 94.8708 | 140.0374 | 94.8708 | 94.8708 | 140.0374 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 351389 | 334082 | -578074 | -578817 | -297745 | -578074 |
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 114, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 135, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 114, "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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