Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1913233.7005 | 1982835.542 | -69601.8416 | -40773.7226 | 124123.6661 | -164897.3887 |
Total P&L (%) | 1913.2337 | 1982.8355 | -69.6018 | -40.7737 | 124.1237 | -164.8974 |
Avg Daily Profit (%) | 0.8261 | 0.8561 | -0.0301 | -0.0226 | 0.0349 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -339035 | -262679 | -100960 | -4047166 | -3764489 | -360941 |
Profit Factor | 3.5806 | 4.3535 | 0.5363 | 0.9928 | 1.0242 | 0.7023 |
Total Trades | 77 | 38 | 39 | 77 | 38 | 39 |
Winning Trades | 39 | 18 | 21 | 39 | 18 | 21 |
Losing Trades | 38 | 20 | 18 | 38 | 20 | 18 |
Profitability (%) | 50.6494 | 47.3684 | 53.8462 | 50.6494 | 47.3684 | 53.8462 |
Ratio Avg Win / Avg Loss | 3.4888 | 4.8372 | 0.4597 | 0.9674 | 1.1379 | 0.602 |
Largest Winning Trade | 1784900 | 1784900 | 11155 | 2838979 | 2838979 | 177322 |
Largest Losing Trade | -69696 | -69696 | -29456 | -1706678 | -1706678 | -328039 |
Avg Bars in Trades | 82 | 159 | 7 | 82 | 159 | 7 |
Avg Bars in Winners | 77 | 160 | 6 | 77 | 160 | 6 |
Avg Bars in Losers | 87 | 158 | 8 | 87 | 158 | 8 |
Bars Traded | 6339 | 6059 | 280 | 6339 | 6059 | 280 |
Profit Streak | 0 | 96.3527 | 0 | 0 | 96.3527 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -26250 | 723049 | -579981 | -626971 | -340748 | -579981 |
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{ "first_band": { "type": "kcl", "factors": { "length": 46, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 43, "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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