Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | -212001.4833 | 183349.3126 | -395350.7958 | 7406612.3337 | 3381888.5878 | 4024723.746 |
Total P&L (%) | -212.0015 | 183.3493 | -395.3508 | 7406.6123 | 3381.8886 | 4024.7237 |
Avg Daily Profit (%) | -0.0847 | 0.0733 | -0.158 | 0.1727 | 0.142 | 0.1488 |
Buy And Hold Return (%) | 465.2174 | 465.2174 | 465.2174 | 465.2174 | 465.2174 | 465.2174 |
Max Trade Drawdown | -612167 | -37331 | -626611 | -2159792 | -1276746 | -2236497 |
Profit Factor | 0.7376 | 2.719 | 0.4361 | 1.9549 | 1.9593 | 1.9512 |
Total Trades | 71 | 36 | 35 | 71 | 36 | 35 |
Winning Trades | 46 | 23 | 23 | 46 | 22 | 24 |
Losing Trades | 25 | 13 | 12 | 25 | 14 | 11 |
Profitability (%) | 64.7887 | 63.8889 | 65.7143 | 64.7887 | 61.1111 | 68.5714 |
Ratio Avg Win / Avg Loss | 0.4008 | 1.5369 | 0.2276 | 1.0624 | 1.2468 | 0.8943 |
Largest Winning Trade | 42701 | 42701 | 38828 | 1198923 | 913490 | 1198923 |
Largest Losing Trade | -423716 | -23043 | -423716 | -2159792 | -777570 | -2159792 |
Avg Bars in Trades | 90 | 36 | 147 | 90 | 36 | 147 |
Avg Bars in Winners | 56 | 35 | 77 | 72 | 36 | 105 |
Avg Bars in Losers | 154 | 38 | 280 | 124 | 36 | 237 |
Bars Traded | 6455 | 1310 | 5145 | 6455 | 1310 | 5145 |
Profit Streak | 91.7074 | 92.7074 | 0 | 91.7074 | 92.7074 | 0 |
Trades During Streak | 1 | 1 | 0 | 1 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -669301 | -253330 | -578750 | -78117 | 55565 | 334908 |
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{ "first_band": { "type": "pwma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 29, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 241, "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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