Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 616377.9747 | 572395.1967 | 43982.778 | 1164741.8916 | 6000052.5885 | -4835310.697 |
Total P&L (%) | 616.378 | 572.3952 | 43.9828 | 1164.7419 | 6000.0526 | -4835.3107 |
Avg Daily Profit (%) | 0.2465 | 0.2289 | 0.0176 | 0.1015 | 0.1645 | 0 |
Buy And Hold Return (%) | 856.0555 | 856.0555 | 856.0555 | 856.0555 | 856.0555 | 856.0555 |
Max Trade Drawdown | -111109 | -77169 | -98319 | -5807039 | -671635 | -5611883 |
Profit Factor | 2.7314 | 4.1309 | 1.254 | 1.1515 | 5.6519 | 0.2443 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 34 | 17 | 17 | 34 | 17 | 17 |
Losing Trades | 24 | 12 | 12 | 24 | 12 | 12 |
Profitability (%) | 58.6207 | 58.6207 | 58.6207 | 58.6207 | 58.6207 | 58.6207 |
Ratio Avg Win / Avg Loss | 1.9281 | 2.9159 | 0.8852 | 0.8128 | 3.9896 | 0.1724 |
Largest Winning Trade | 176666 | 176666 | 60942 | 4383241 | 4383241 | 308762 |
Largest Losing Trade | -77770 | -40280 | -77770 | -5338432 | -410542 | -5338432 |
Avg Bars in Trades | 116 | 164 | 68 | 116 | 164 | 68 |
Avg Bars in Winners | 94 | 134 | 54 | 94 | 134 | 54 |
Avg Bars in Losers | 147 | 206 | 89 | 147 | 206 | 89 |
Bars Traded | 6750 | 4757 | 1992 | 6750 | 4757 | 1992 |
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 | -330513 | -149272 | -335931 | -344528 | 614526 | -579715 |
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{ "first_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 69, "offset": 242 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 238, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 69, "offset": 242 } } }
# | 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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