Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 211680.4144 | 239313.3267 | -27632.9123 | 13206.3517 | 83649.0686 | -70442.7169 |
Total P&L (%) | 211.6804 | 239.3133 | -27.6329 | 13.2064 | 83.6491 | -70.4427 |
Avg Daily Profit (%) | 0.2032 | 0.2297 | -0.0265 | 0.0119 | 0.0584 | -0.1169 |
Buy And Hold Return (%) | 53.1056 | 53.1056 | 53.1056 | 53.1056 | 53.1056 | 53.1056 |
Max Trade Drawdown | -127553 | -98821 | -44286 | -383565 | -328942 | -86034 |
Profit Factor | 1.5169 | 1.7195 | 0.6407 | 1.0158 | 1.1204 | 0.5095 |
Total Trades | 81 | 40 | 41 | 81 | 40 | 41 |
Winning Trades | 40 | 19 | 21 | 40 | 19 | 21 |
Losing Trades | 41 | 21 | 20 | 41 | 21 | 20 |
Profitability (%) | 49.3827 | 47.5 | 51.2195 | 49.3827 | 47.5 | 51.2195 |
Ratio Avg Win / Avg Loss | 1.5548 | 1.9005 | 0.6102 | 1.0411 | 1.2383 | 0.4853 |
Largest Winning Trade | 214570 | 214570 | 11311 | 170963 | 170963 | 14224 |
Largest Losing Trade | -51422 | -51422 | -10240 | -147008 | -147008 | -21656 |
Avg Bars in Trades | 297 | 576 | 25 | 297 | 576 | 25 |
Avg Bars in Winners | 245 | 493 | 20 | 245 | 493 | 20 |
Avg Bars in Losers | 348 | 651 | 29 | 348 | 651 | 29 |
Bars Traded | 24109 | 23075 | 1034 | 24109 | 23075 | 1034 |
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 | -8583 | 303047 | -580306 | -562423 | -213733 | -580306 |
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{ "first_band": { "type": "kcl", "factors": { "length": 184, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 206, "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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