Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 471254.9698 | 443267.8343 | 27987.1355 | 67143.8818 | 155230.2746 | -88086.3928 |
Total P&L (%) | 471.255 | 443.2678 | 27.9871 | 67.1439 | 155.2303 | -88.0864 |
Avg Daily Profit (%) | 0.2524 | 0.2374 | 0.015 | 0.0275 | 0.0502 | -0.1139 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -85936 | -87000 | -51167 | -253762 | -156223 | -172241 |
Profit Factor | 1.8112 | 2.4742 | 1.0999 | 1.058 | 1.2673 | 0.8474 |
Total Trades | 84 | 42 | 42 | 84 | 42 | 42 |
Winning Trades | 36 | 15 | 21 | 36 | 15 | 21 |
Losing Trades | 48 | 27 | 21 | 48 | 27 | 21 |
Profitability (%) | 42.8571 | 35.7143 | 50 | 42.8571 | 35.7143 | 50 |
Ratio Avg Win / Avg Loss | 2.415 | 4.4536 | 1.0999 | 1.4107 | 2.2812 | 0.8474 |
Largest Winning Trade | 348236 | 348236 | 51742 | 216912 | 216912 | 118707 |
Largest Losing Trade | -51766 | -39205 | -51766 | -156196 | -74817 | -156196 |
Avg Bars in Trades | 85 | 90 | 79 | 85 | 90 | 79 |
Avg Bars in Winners | 115 | 139 | 97 | 115 | 139 | 97 |
Avg Bars in Losers | 62 | 64 | 61 | 62 | 64 | 61 |
Bars Traded | 7159 | 3817 | 3341 | 7159 | 3817 | 3341 |
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 | 322263 | 257184 | -286730 | -315594 | -130389 | -580734 |
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{ "first_band": { "type": "pwma", "factors": { "length": 238, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 200, "offset": 0, "scalar": 3 } } }
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# | 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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