Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 581058.0288 | 384792.0874 | 196265.9414 | 708702.7989 | -802364.1445 | 1511066.9434 |
Total P&L (%) | 581.058 | 384.7921 | 196.2659 | 708.7028 | -802.3641 | 1511.0669 |
Avg Daily Profit (%) | 0.3219 | 0.2132 | 0.1087 | 0.1159 | 0 | 0.1541 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -89476 | -96359 | -45010 | -1586818 | -1486816 | -514571 |
Profit Factor | 2.47 | 2.4067 | 2.6123 | 1.1347 | 0.7915 | 2.0693 |
Total Trades | 67 | 33 | 34 | 67 | 33 | 34 |
Winning Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Losing Trades | 34 | 19 | 15 | 34 | 19 | 15 |
Profitability (%) | 49.2537 | 42.4242 | 55.8824 | 49.2537 | 42.4242 | 55.8824 |
Ratio Avg Win / Avg Loss | 2.5449 | 3.2662 | 2.0623 | 1.1691 | 1.0742 | 1.6337 |
Largest Winning Trade | 396954 | 396954 | 65082 | 684560 | 624957 | 684560 |
Largest Losing Trade | -43819 | -36114 | -43819 | -661590 | -661590 | -495771 |
Avg Bars in Trades | 101 | 133 | 70 | 101 | 133 | 70 |
Avg Bars in Winners | 138 | 199 | 94 | 138 | 199 | 94 |
Avg Bars in Losers | 65 | 85 | 40 | 65 | 85 | 40 |
Bars Traded | 6804 | 4415 | 2389 | 6804 | 4415 | 2389 |
Profit Streak | 79.7232 | 82.2232 | 79.7232 | 79.7232 | 82.2232 | 79.7232 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -106540 | 356599 | -41561 | -230597 | -581524 | 463768 |
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{ "first_band": { "type": "pwma", "factors": { "length": 177, "offset": 49 } }, "second_band": { "type": "kcu", "factors": { "length": 45, "offset": 0, "scalar": 5 } } }
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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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