Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 394264.2445 | 395974.5673 | -1710.3228 | 22276.1519 | 178775.3457 | -156499.1938 |
Total P&L (%) | 394.2642 | 395.9746 | -1.7103 | 22.2762 | 178.7753 | -156.4992 |
Avg Daily Profit (%) | 0.2089 | 0.2098 | -0.0009 | 0.0107 | 0.0543 | 0 |
Buy And Hold Return (%) | 19.895 | 19.895 | 19.895 | 19.895 | 19.895 | 19.895 |
Max Trade Drawdown | -135235 | -96653 | -77926 | -1336504 | -969941 | -559047 |
Profit Factor | 1.2361 | 1.3565 | 0.9969 | 1.0028 | 1.0328 | 0.9361 |
Total Trades | 481 | 240 | 241 | 481 | 240 | 241 |
Winning Trades | 290 | 150 | 140 | 290 | 150 | 140 |
Losing Trades | 191 | 90 | 101 | 191 | 90 | 101 |
Profitability (%) | 60.2911 | 62.5 | 58.0913 | 60.2911 | 62.5 | 58.0913 |
Ratio Avg Win / Avg Loss | 0.8141 | 0.8139 | 0.7192 | 0.6605 | 0.6197 | 0.6753 |
Largest Winning Trade | 103068 | 103068 | 25131 | 455577 | 455577 | 138161 |
Largest Losing Trade | -50725 | -50725 | -31350 | -468140 | -468140 | -205281 |
Avg Bars in Trades | 46 | 76 | 16 | 46 | 76 | 16 |
Avg Bars in Winners | 30 | 46 | 12 | 30 | 46 | 12 |
Avg Bars in Losers | 71 | 125 | 22 | 71 | 125 | 22 |
Bars Traded | 22371 | 18351 | 4020 | 22371 | 18351 | 4020 |
Profit Streak | 16.0481 | 16.4648 | 16.0481 | 16.0481 | 16.4648 | 16.0481 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 383099 | 337066 | -578168 | -521310 | -303525 | -578168 |
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{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 69, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 23, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 69, "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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