Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 530865.8923 | 614133.8333 | -83267.941 | -30510.7119 | 2124349.0572 | -2154859.7691 |
Total P&L (%) | 530.8659 | 614.1338 | -83.2679 | -30.5107 | 2124.3491 | -2154.8598 |
Avg Daily Profit (%) | 0.2301 | 0.2662 | -0.0361 | -0.0158 | 0.1345 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -231728 | -190410 | -134381 | -5506088 | -5325442 | -2526529 |
Profit Factor | 1.8778 | 2.6135 | 0.6286 | 0.9969 | 1.3209 | 0.3615 |
Total Trades | 99 | 49 | 50 | 99 | 49 | 50 |
Winning Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Losing Trades | 45 | 18 | 27 | 45 | 18 | 27 |
Profitability (%) | 54.5455 | 63.2653 | 46 | 54.5455 | 63.2653 | 46 |
Ratio Avg Win / Avg Loss | 1.5648 | 1.5175 | 0.7379 | 0.8308 | 0.767 | 0.4243 |
Largest Winning Trade | 206867 | 206867 | 22361 | 2581995 | 2581995 | 401916 |
Largest Losing Trade | -90575 | -90575 | -28961 | -4832365 | -4832365 | -910038 |
Avg Bars in Trades | 109 | 212 | 8 | 109 | 212 | 8 |
Avg Bars in Winners | 46 | 74 | 8 | 46 | 74 | 8 |
Avg Bars in Losers | 185 | 449 | 8 | 185 | 449 | 8 |
Bars Traded | 10823 | 10398 | 425 | 10823 | 10398 | 425 |
Profit Streak | 152.2684 | 0 | 153.6018 | 152.2684 | 0 | 153.6018 |
Trades During Streak | 1 | 0 | 2 | 1 | 0 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 478331 | 554523 | -761147 | -579350 | -12638 | -761147 |
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 233, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 14, "offset": 0, "scalar": 5 } }, "second_band": { "type": "wma", "factors": { "length": 233, "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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