Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 600171.5268 | 589689.6848 | 10481.842 | 291815.0896 | 5227512.1711 | -4935697.0815 |
Total P&L (%) | 600.1715 | 589.6897 | 10.4818 | 291.8151 | 5227.5122 | -4935.6971 |
Avg Daily Profit (%) | 0.2755 | 0.2707 | 0.0048 | 0.0627 | 0.1827 | 0 |
Buy And Hold Return (%) | 355.2846 | 355.2846 | 355.2846 | 355.2846 | 355.2846 | 355.2846 |
Max Trade Drawdown | -155382 | -127117 | -169963 | -9801592 | -6293421 | -10062272 |
Profit Factor | 1.5245 | 2.1134 | 1.0171 | 1.0083 | 1.3366 | 0.7461 |
Total Trades | 349 | 174 | 175 | 349 | 174 | 175 |
Winning Trades | 216 | 117 | 99 | 216 | 117 | 99 |
Losing Trades | 133 | 57 | 76 | 133 | 57 | 76 |
Profitability (%) | 61.8911 | 67.2414 | 56.5714 | 61.8911 | 67.2414 | 56.5714 |
Ratio Avg Win / Avg Loss | 0.9387 | 1.0296 | 0.7808 | 0.6209 | 0.6512 | 0.5728 |
Largest Winning Trade | 109260 | 109260 | 33268 | 2137910 | 2137910 | 1225565 |
Largest Losing Trade | -80083 | -70682 | -80083 | -5664203 | -3244347 | -5664203 |
Avg Bars in Trades | 17 | 26 | 8 | 17 | 26 | 8 |
Avg Bars in Winners | 11 | 15 | 6 | 11 | 15 | 6 |
Avg Bars in Losers | 27 | 49 | 11 | 27 | 49 | 11 |
Bars Traded | 6129 | 4650 | 1479 | 6129 | 4650 | 1479 |
Profit Streak | 78.4641 | 0 | 79.4641 | 78.4641 | 0 | 79.4641 |
Trades During Streak | 1 | 0 | 1 | 1 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 133692 | 189416 | -553555 | -483782 | 338371 | -578729 |
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{ "first_band": { "type": "kcl", "factors": { "length": 3, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 129, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 3, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 129, "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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