Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 216273.2948 | 219019.2033 | -2745.9086 | -15072.9192 | 13605.6849 | -28678.6041 |
Total P&L (%) | 216.2733 | 219.0192 | -2.7459 | -15.0729 | 13.6057 | -28.6786 |
Avg Daily Profit (%) | 0.2076 | 0.2103 | -0.0026 | -0.0157 | 0.0122 | -0.0324 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -98815 | -102726 | -80247 | -110124 | -105969 | -85873 |
Profit Factor | 1.2814 | 1.3778 | 0.9855 | 0.9797 | 1.0241 | 0.8399 |
Total Trades | 231 | 115 | 116 | 231 | 115 | 116 |
Winning Trades | 134 | 65 | 69 | 134 | 65 | 69 |
Losing Trades | 97 | 50 | 47 | 97 | 50 | 47 |
Profitability (%) | 58.0087 | 56.5217 | 59.4828 | 58.0087 | 56.5217 | 59.4828 |
Ratio Avg Win / Avg Loss | 0.9276 | 1.0599 | 0.6713 | 0.7092 | 0.7878 | 0.5721 |
Largest Winning Trade | 93272 | 93272 | 15603 | 67360 | 67360 | 15719 |
Largest Losing Trade | -51732 | -51732 | -43731 | -52633 | -50337 | -52633 |
Avg Bars in Trades | 107 | 204 | 10 | 107 | 204 | 10 |
Avg Bars in Winners | 74 | 143 | 10 | 74 | 143 | 10 |
Avg Bars in Losers | 151 | 283 | 10 | 151 | 283 | 10 |
Bars Traded | 24717 | 23499 | 1218 | 24717 | 23499 | 1218 |
Profit Streak | 47.1676 | 52.626 | 47.1676 | 47.1676 | 52.626 | 47.1676 |
Trades During Streak | 8 | 7 | 4 | 8 | 7 | 4 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 355103 | 376733 | -578028 | -576904 | -423574 | -578028 |
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 89, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 89, "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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