Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 2297296.7499 | 2273311.7254 | 23985.0245 | 193536.904 | 406429.6761 | -212892.7722 |
Total P&L (%) | 2297.2968 | 2273.3117 | 23.985 | 193.5369 | 406.4297 | -212.8928 |
Avg Daily Profit (%) | 0.9906 | 0.9802 | 0.0103 | 0.0464 | 0.07 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245427 | -230222 | -82448 | -4572190 | -4400471 | -1422709 |
Profit Factor | 3.973 | 4.945 | 1.1221 | 1.019 | 1.0527 | 0.9143 |
Total Trades | 104 | 52 | 52 | 104 | 52 | 52 |
Winning Trades | 55 | 26 | 29 | 55 | 26 | 29 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 52.8846 | 50 | 55.7692 | 52.8846 | 50 | 55.7692 |
Ratio Avg Win / Avg Loss | 3.5396 | 4.945 | 0.8899 | 0.9078 | 1.0527 | 0.7251 |
Largest Winning Trade | 2136717 | 2136717 | 23089 | 3438986 | 3438986 | 613841 |
Largest Losing Trade | -56076 | -53179 | -56076 | -1993751 | -1993751 | -965395 |
Avg Bars in Trades | 126 | 229 | 23 | 126 | 229 | 23 |
Avg Bars in Winners | 131 | 255 | 21 | 131 | 255 | 21 |
Avg Bars in Losers | 120 | 203 | 26 | 120 | 203 | 26 |
Bars Traded | 13154 | 11931 | 1223 | 13154 | 11931 | 1223 |
Profit Streak | 0 | 0 | 197.4393 | 0 | 0 | 197.4393 |
Trades During Streak | 0 | 0 | 5 | 0 | 0 | 5 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 756859 | -158978 | -448765 | -331558 | -442175 | -758395 |
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{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 103, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 137, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 103, "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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