Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 526425.4595 | 403697.5657 | 122727.8937 | 1580885.9856 | 238208.4005 | 1342677.585 |
Total P&L (%) | 526.4255 | 403.6976 | 122.7279 | 1580.886 | 238.2084 | 1342.6776 |
Avg Daily Profit (%) | 0.5054 | 0.3876 | 0.1178 | 0.2713 | 0.117 | 0.2566 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -72207 | -80121 | -23902 | -1646749 | -1911586 | -332800 |
Profit Factor | 2.5042 | 2.4343 | 2.791 | 1.334 | 1.0586 | 3.0156 |
Total Trades | 73 | 36 | 37 | 73 | 36 | 37 |
Winning Trades | 49 | 22 | 27 | 49 | 22 | 27 |
Losing Trades | 24 | 14 | 10 | 24 | 14 | 10 |
Profitability (%) | 67.1233 | 61.1111 | 72.973 | 67.1233 | 61.1111 | 72.973 |
Ratio Avg Win / Avg Loss | 1.2265 | 1.5491 | 1.0337 | 0.6534 | 0.6736 | 1.1169 |
Largest Winning Trade | 126227 | 126227 | 32923 | 964312 | 964312 | 568997 |
Largest Losing Trade | -60408 | -60408 | -13621 | -1169460 | -1169460 | -206636 |
Avg Bars in Trades | 312 | 589 | 42 | 312 | 589 | 42 |
Avg Bars in Winners | 192 | 388 | 32 | 192 | 388 | 32 |
Avg Bars in Losers | 558 | 906 | 69 | 558 | 906 | 69 |
Bars Traded | 22807 | 21237 | 1570 | 22807 | 21237 | 1570 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -59470 | 550831 | -28508 | -66508 | -193067 | 581535 |
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{ "first_band": { "type": "kcl", "factors": { "length": 131, "offset": 0, "scalar": 1 } }, "second_band": { "type": "wma", "factors": { "length": 220, "offset": 0 } } }
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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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