Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1092638.0316 | 1152764.2542 | -60126.2226 | 1954.2075 | 361807.6499 | -359853.4424 |
Total P&L (%) | 1092.638 | 1152.7643 | -60.1262 | 1.9542 | 361.8077 | -359.8534 |
Avg Daily Profit (%) | 0.5826 | 0.6147 | -0.0321 | 0.001 | 0.0816 | 0 |
Buy And Hold Return (%) | 238.6968 | 238.6968 | 238.6968 | 238.6968 | 238.6968 | 238.6968 |
Max Trade Drawdown | -180357 | -178737 | -77401 | -1895367 | -1574816 | -519396 |
Profit Factor | 2.5178 | 3.3006 | 0.7252 | 1.0006 | 1.1441 | 0.6427 |
Total Trades | 87 | 43 | 44 | 87 | 43 | 44 |
Winning Trades | 33 | 12 | 21 | 33 | 12 | 21 |
Losing Trades | 54 | 31 | 23 | 54 | 31 | 23 |
Profitability (%) | 37.931 | 27.907 | 47.7273 | 37.931 | 27.907 | 47.7273 |
Ratio Avg Win / Avg Loss | 4.12 | 8.5266 | 0.7943 | 1.6373 | 2.9557 | 0.7039 |
Largest Winning Trade | 946452 | 946452 | 20849 | 1449755 | 1449755 | 122934 |
Largest Losing Trade | -44357 | -44357 | -31101 | -453901 | -453901 | -423848 |
Avg Bars in Trades | 123 | 215 | 33 | 123 | 215 | 33 |
Avg Bars in Winners | 157 | 360 | 42 | 157 | 360 | 42 |
Avg Bars in Losers | 102 | 158 | 26 | 102 | 158 | 26 |
Bars Traded | 10738 | 9253 | 1485 | 10738 | 9253 | 1485 |
Profit Streak | 0 | 94.3657 | 0 | 0 | 94.3657 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 357750 | 536 | -581603 | -580473 | -171347 | -581603 |
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{ "first_band": { "type": "pwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 56, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 178, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 56, "offset": 0, "scalar": 5 } } }
# | 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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