Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 902645.4649 | 923260.3265 | -20614.8616 | 126828.3038 | 293763.3708 | -166935.067 |
Total P&L (%) | 902.6455 | 923.2603 | -20.6149 | 126.8283 | 293.7634 | -166.9351 |
Avg Daily Profit (%) | 0.4885 | 0.4997 | -0.0112 | 0.0443 | 0.0742 | 0 |
Buy And Hold Return (%) | 125.6158 | 125.6158 | 125.6158 | 125.6158 | 125.6158 | 125.6158 |
Max Trade Drawdown | -179463 | -152556 | -81239 | -755634 | -467584 | -337799 |
Profit Factor | 2.2859 | 2.9561 | 0.9104 | 1.0771 | 1.2774 | 0.7151 |
Total Trades | 153 | 76 | 77 | 153 | 76 | 77 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 81 | 43 | 38 | 81 | 43 | 38 |
Profitability (%) | 47.0588 | 43.4211 | 50.6494 | 47.0588 | 43.4211 | 50.6494 |
Ratio Avg Win / Avg Loss | 2.5717 | 3.8519 | 0.887 | 1.2117 | 1.6645 | 0.6968 |
Largest Winning Trade | 884189 | 884189 | 21395 | 617479 | 617479 | 138107 |
Largest Losing Trade | -39516 | -39516 | -34193 | -252470 | -201082 | -252470 |
Avg Bars in Trades | 140 | 257 | 26 | 140 | 257 | 26 |
Avg Bars in Winners | 199 | 404 | 27 | 199 | 404 | 27 |
Avg Bars in Losers | 88 | 144 | 25 | 88 | 144 | 25 |
Bars Traded | 21562 | 19539 | 2023 | 21562 | 19539 | 2023 |
Profit Streak | 0 | 184.1093 | 0 | 0 | 184.1093 | 0 |
Trades During Streak | 0 | 2 | 0 | 0 | 2 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 522491 | -34800 | -622374 | -432519 | -148488 | -622374 |
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{ "first_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 37, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 221, "offset": 0, "scalar": 5 } }, "second_band": { "type": "pwma", "factors": { "length": 37, "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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