Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 73478.9387 | 63981.6772 | 9497.2615 | 60799.8901 | 57806.9318 | 2992.9583 |
Total P&L (%) | 73.4789 | 63.9817 | 9.4973 | 60.7999 | 57.8069 | 2.993 |
Avg Daily Profit (%) | 0.2822 | 0.2457 | 0.0365 | 0.1826 | 0.1753 | 0.0113 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -34194 | -43134 | -10793 | -38880 | -55499 | -15303 |
Profit Factor | 1.4569 | 1.4731 | 1.3713 | 1.3264 | 1.3752 | 1.093 |
Total Trades | 89 | 44 | 45 | 89 | 44 | 45 |
Winning Trades | 58 | 31 | 27 | 58 | 31 | 27 |
Losing Trades | 31 | 13 | 18 | 31 | 13 | 18 |
Profitability (%) | 65.1685 | 70.4545 | 60 | 65.1685 | 70.4545 | 60 |
Ratio Avg Win / Avg Loss | 0.7787 | 0.6177 | 0.9142 | 0.7089 | 0.5767 | 0.7286 |
Largest Winning Trade | 27226 | 27226 | 6639 | 24376 | 24376 | 6755 |
Largest Losing Trade | -29790 | -29790 | -5819 | -33258 | -33258 | -6399 |
Avg Bars in Trades | 266 | 516 | 23 | 266 | 516 | 23 |
Avg Bars in Winners | 250 | 449 | 21 | 250 | 449 | 21 |
Avg Bars in Losers | 298 | 675 | 25 | 298 | 675 | 25 |
Bars Traded | 23744 | 22709 | 1035 | 23744 | 22709 | 1035 |
Profit Streak | 0 | 58.1025 | 0 | 0 | 58.1025 | 0 |
Trades During Streak | 0 | 7 | 0 | 0 | 7 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 316272 | 359748 | -310861 | 234836 | 301741 | -463181 |
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{ "first_band": { "type": "kcl", "factors": { "length": 153, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 181, "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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