Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 212170.266 | 44227.9123 | 167942.3536 | 122405.0479 | -48423.0063 | 170828.0542 |
Total P&L (%) | 212.1703 | 44.2279 | 167.9424 | 122.405 | -48.423 | 170.8281 |
Avg Daily Profit (%) | 0.2056 | 0.0429 | 0.1627 | 0.0775 | -0.0641 | 0.0966 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -94899 | -91952 | -37592 | -107858 | -161907 | -55729 |
Profit Factor | 1.278 | 1.1071 | 1.4794 | 1.1192 | 0.9164 | 1.3819 |
Total Trades | 194 | 97 | 97 | 194 | 97 | 97 |
Winning Trades | 106 | 50 | 56 | 106 | 50 | 56 |
Losing Trades | 88 | 47 | 41 | 88 | 47 | 41 |
Profitability (%) | 54.6392 | 51.5464 | 57.732 | 54.6392 | 51.5464 | 57.732 |
Ratio Avg Win / Avg Loss | 1.061 | 1.0407 | 1.0832 | 0.9292 | 0.8614 | 1.0117 |
Largest Winning Trade | 59532 | 59532 | 36502 | 49704 | 49704 | 44091 |
Largest Losing Trade | -27344 | -27344 | -24546 | -53921 | -53921 | -35699 |
Avg Bars in Trades | 61 | 50 | 71 | 61 | 50 | 71 |
Avg Bars in Winners | 52 | 42 | 61 | 52 | 42 | 61 |
Avg Bars in Losers | 71 | 58 | 85 | 71 | 58 | 85 |
Bars Traded | 11849 | 4910 | 6939 | 11849 | 4910 | 6939 |
Profit Streak | 11.9502 | 18.7002 | 11.9502 | 11.9502 | 18.7002 | 11.9502 |
Trades During Streak | 2 | 1 | 1 | 2 | 1 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 371590 | -239766 | 353304 | -177813 | -580311 | -62105 |
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{ "first_band": { "type": "kcb", "factors": { "length": 203, "offset": 0, "scalar": 1 } }, "second_band": { "type": "pwma", "factors": { "length": 144, "offset": 0 } } }
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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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