Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 5810378.2695 | 5890451.5575 | -80073.288 | 86893.8568 | 1385495.0379 | -1298601.1811 |
Total P&L (%) | 5810.3783 | 5890.4516 | -80.0733 | 86.8939 | 1385.495 | -1298.6012 |
Avg Daily Profit (%) | 2.4472 | 2.4809 | -0.0337 | 0.0263 | 0.1137 | 0 |
Buy And Hold Return (%) | 516.2988 | 516.2988 | 516.2988 | 516.2988 | 516.2988 | 516.2988 |
Max Trade Drawdown | -195410 | -155694 | -115986 | -2484910 | -1255664 | -1375377 |
Profit Factor | 10.7892 | 19.9765 | 0.7172 | 1.0227 | 1.7735 | 0.3636 |
Total Trades | 76 | 38 | 38 | 76 | 38 | 38 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 42 | 21 | 21 | 42 | 21 | 21 |
Profitability (%) | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 | 44.7368 |
Ratio Avg Win / Avg Loss | 13.3278 | 24.6768 | 0.886 | 1.2633 | 2.1909 | 0.4492 |
Largest Winning Trade | 6010679 | 6010679 | 43035 | 2613848 | 2613848 | 241726 |
Largest Losing Trade | -43591 | -43591 | -30511 | -777622 | -777622 | -584887 |
Avg Bars in Trades | 86 | 128 | 44 | 86 | 128 | 44 |
Avg Bars in Winners | 116 | 181 | 52 | 116 | 181 | 52 |
Avg Bars in Losers | 62 | 85 | 38 | 62 | 85 | 38 |
Bars Traded | 6582 | 4890 | 1692 | 6582 | 4890 | 1692 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -32700 | 760305 | -582811 | -574868 | -42837 | -582811 |
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{ "first_band": { "type": "kcl", "factors": { "length": 237, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 56, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 237, "offset": 0, "scalar": 3 } }, "second_band": { "type": "pwma", "factors": { "length": 56, "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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