Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 95086.2454 | 61601.9875 | 33484.2579 | 86675.8094 | 56825.4156 | 29850.3938 |
Total P&L (%) | 95.0862 | 61.602 | 33.4843 | 86.6758 | 56.8254 | 29.8504 |
Avg Daily Profit (%) | 0.1826 | 0.1183 | 0.0643 | 0.1199 | 0.0864 | 0.0502 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -40422 | -49161 | -15958 | -42153 | -65761 | -25613 |
Profit Factor | 1.3641 | 1.2962 | 1.6297 | 1.2831 | 1.2429 | 1.4132 |
Total Trades | 125 | 62 | 63 | 125 | 62 | 63 |
Winning Trades | 72 | 33 | 39 | 72 | 33 | 39 |
Losing Trades | 53 | 29 | 24 | 53 | 29 | 24 |
Profitability (%) | 57.6 | 53.2258 | 61.9048 | 57.6 | 53.2258 | 61.9048 |
Ratio Avg Win / Avg Loss | 1.0041 | 1.1391 | 1.0029 | 0.9445 | 1.0923 | 0.8697 |
Largest Winning Trade | 25944 | 25944 | 22311 | 26764 | 24680 | 26764 |
Largest Losing Trade | -17220 | -17220 | -11686 | -22391 | -22391 | -16444 |
Avg Bars in Trades | 197 | 377 | 19 | 197 | 377 | 19 |
Avg Bars in Winners | 204 | 420 | 22 | 204 | 420 | 22 |
Avg Bars in Losers | 186 | 328 | 14 | 186 | 328 | 14 |
Bars Traded | 24636 | 23411 | 1225 | 24636 | 23411 | 1225 |
Profit Streak | 12.1443 | 27.5402 | 12.1443 | 12.1443 | 27.5402 | 12.1443 |
Trades During Streak | 2 | 4 | 1 | 2 | 4 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 352112 | -188432 | -252720 | -32765 | -231537 | -274740 |
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{ "first_band": { "type": "pwma", "factors": { "length": 141, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 149, "offset": 0, "scalar": 4 } } }
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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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