Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 646644.6389 | 643459.3681 | 3185.2707 | 279658.0672 | 374143.4254 | -94485.3581 |
Total P&L (%) | 646.6446 | 643.4594 | 3.1853 | 279.6581 | 374.1434 | -94.4854 |
Avg Daily Profit (%) | 0.344 | 0.3423 | 0.0017 | 0.071 | 0.0828 | -0.154 |
Buy And Hold Return (%) | 217.6357 | 217.6357 | 217.6357 | 217.6357 | 217.6357 | 217.6357 |
Max Trade Drawdown | -99387 | -108881 | -39369 | -516407 | -459457 | -178366 |
Profit Factor | 2.6247 | 3.6689 | 1.0203 | 1.1678 | 1.3511 | 0.8429 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 26 | 12 | 14 | 26 | 12 | 14 |
Losing Trades | 37 | 19 | 18 | 37 | 19 | 18 |
Profitability (%) | 41.2698 | 38.7097 | 43.75 | 41.2698 | 38.7097 | 43.75 |
Ratio Avg Win / Avg Loss | 3.7352 | 5.8091 | 1.3118 | 1.6618 | 2.1392 | 1.0837 |
Largest Winning Trade | 581346 | 581346 | 33109 | 552746 | 552746 | 85615 |
Largest Losing Trade | -39369 | -34031 | -39369 | -210913 | -210913 | -131936 |
Avg Bars in Trades | 115 | 191 | 41 | 115 | 191 | 41 |
Avg Bars in Winners | 183 | 340 | 48 | 183 | 340 | 48 |
Avg Bars in Losers | 67 | 98 | 35 | 67 | 98 | 35 |
Bars Traded | 7265 | 5946 | 1319 | 7265 | 5946 | 1319 |
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 | -143534 | 305732 | -556985 | -364811 | -94052 | -581574 |
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{ "first_band": { "type": "pwma", "factors": { "length": 171, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 65, "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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