Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 312240.7537 | 296299.6642 | 15941.0896 | -114486.0616 | -24523.0696 | -89962.992 |
Total P&L (%) | 312.2408 | 296.2997 | 15.9411 | -114.4861 | -24.5231 | -89.963 |
Avg Daily Profit (%) | 0.1672 | 0.1586 | 0.0085 | 0 | -0.0151 | -0.123 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -138915 | -45544 | -137596 | -114783 | -28375 | -86332 |
Profit Factor | 1.6986 | 2.7374 | 1.0577 | 0.2526 | 0.4282 | 0.1843 |
Total Trades | 79 | 40 | 39 | 79 | 40 | 39 |
Winning Trades | 33 | 19 | 14 | 42 | 19 | 23 |
Losing Trades | 46 | 21 | 25 | 37 | 21 | 16 |
Profitability (%) | 41.7722 | 47.5 | 35.8974 | 53.1646 | 47.5 | 58.9744 |
Ratio Avg Win / Avg Loss | 2.3677 | 3.0256 | 1.8887 | 0.2225 | 0.4733 | 0.1282 |
Largest Winning Trade | 292007 | 292007 | 54144 | 4508 | 4508 | 4214 |
Largest Losing Trade | -102850 | -24661 | -102850 | -80765 | -12900 | -80765 |
Avg Bars in Trades | 64 | 26 | 104 | 64 | 26 | 104 |
Avg Bars in Winners | 132 | 38 | 260 | 14 | 14 | 14 |
Avg Bars in Losers | 15 | 14 | 16 | 121 | 36 | 233 |
Bars Traded | 5108 | 1040 | 4068 | 5108 | 1040 | 4068 |
Profit Streak | 0 | 0 | 0 | 71.1681 | 129.1681 | 71.1681 |
Trades During Streak | 0 | 0 | 0 | 3 | 2 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -23918 | 425679 | -352464 | -609990 | -580207 | -578758 |
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 9, "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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