Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 867025.4034 | 798063.8267 | 68961.5767 | -5704069.4564 | 10041687.1479 | -15745756.6043 |
Total P&L (%) | 867.0254 | 798.0638 | 68.9616 | -5704.0695 | 10041.6871 | -15745.7566 |
Avg Daily Profit (%) | 0.3467 | 0.3192 | 0.0276 | 0 | 0.1849 | 0 |
Buy And Hold Return (%) | 785.9543 | 785.9543 | 785.9543 | 785.9543 | 785.9543 | 785.9543 |
Max Trade Drawdown | -155746 | -114562 | -123034 | -20157488 | -6233170 | -18984402 |
Profit Factor | 2.9541 | 5.3065 | 1.2669 | 0.8243 | 2.1584 | 0.3381 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 38 | 17 | 21 | 36 | 17 | 19 |
Losing Trades | 20 | 12 | 8 | 22 | 12 | 10 |
Profitability (%) | 65.5172 | 58.6207 | 72.4138 | 62.069 | 58.6207 | 65.5172 |
Ratio Avg Win / Avg Loss | 1.5548 | 3.7458 | 0.4826 | 0.5037 | 1.5236 | 0.1779 |
Largest Winning Trade | 264481 | 264481 | 61181 | 7287528 | 7287528 | 2841362 |
Largest Losing Trade | -123034 | -47739 | -123034 | -17905794 | -4477545 | -17905794 |
Avg Bars in Trades | 80 | 91 | 69 | 80 | 91 | 69 |
Avg Bars in Winners | 72 | 83 | 64 | 78 | 93 | 64 |
Avg Bars in Losers | 95 | 102 | 84 | 84 | 88 | 79 |
Bars Traded | 4667 | 2642 | 2025 | 4667 | 2642 | 2025 |
Profit Streak | 125.76 | 125.76 | 253.26 | 0 | 0 | 0 |
Trades During Streak | 3 | 1 | 2 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -294890 | -142279 | -319775 | -758713 | 470770 | -578821 |
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{ "first_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 193, "offset": 0 } } }
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{ "first_band": { "type": "kcl", "factors": { "length": 240, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 193, "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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