Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 248926.6074 | 201452.0592 | 47474.5482 | -94111.0482 | -140794.7533 | 46683.7051 |
Total P&L (%) | 248.9266 | 201.4521 | 47.4745 | -94.111 | -140.7948 | 46.6837 |
Avg Daily Profit (%) | 0.156 | 0.1263 | 0.0298 | -0.1774 | 0 | 0.024 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -245856 | -157592 | -157546 | -382951 | -400574 | -109861 |
Profit Factor | 1.2763 | 1.3357 | 1.1578 | 0.879 | 0.7451 | 1.2071 |
Total Trades | 207 | 103 | 104 | 207 | 103 | 104 |
Winning Trades | 165 | 80 | 85 | 165 | 80 | 85 |
Losing Trades | 42 | 23 | 19 | 42 | 23 | 19 |
Profitability (%) | 79.7101 | 77.6699 | 81.7308 | 79.7101 | 77.6699 | 81.7308 |
Ratio Avg Win / Avg Loss | 0.3249 | 0.384 | 0.2588 | 0.2237 | 0.2142 | 0.2698 |
Largest Winning Trade | 38462 | 38462 | 26170 | 90417 | 90417 | 40692 |
Largest Losing Trade | -95753 | -73079 | -95753 | -138960 | -138960 | -108070 |
Avg Bars in Trades | 89 | 169 | 11 | 89 | 169 | 11 |
Avg Bars in Winners | 36 | 68 | 6 | 36 | 68 | 6 |
Avg Bars in Losers | 297 | 519 | 29 | 297 | 519 | 29 |
Bars Traded | 18565 | 17414 | 1151 | 18565 | 17414 | 1151 |
Profit Streak | 24.5753 | 24.5753 | 86.3253 | 24.5753 | 24.5753 | 86.3253 |
Trades During Streak | 5 | 2 | 8 | 5 | 2 | 8 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 431913 | -21190 | -197358 | -574298 | -576165 | -158642 |
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{ "first_band": { "type": "fwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 119, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "fwma", "factors": { "length": 157, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 119, "offset": 0, "scalar": 4 } } }
# | 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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