Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1652945.7853 | 1601171.4027 | 51774.3826 | 499905.7936 | 878179.2343 | -378273.4407 |
Total P&L (%) | 1652.9458 | 1601.1714 | 51.7744 | 499.9058 | 878.1792 | -378.2734 |
Avg Daily Profit (%) | 0.8925 | 0.8646 | 0.028 | 0.0968 | 0.1232 | 0 |
Buy And Hold Return (%) | 61.9141 | 61.9141 | 61.9141 | 61.9141 | 61.9141 | 61.9141 |
Max Trade Drawdown | -136924 | -68346 | -98727 | -1317939 | -630227 | -924061 |
Profit Factor | 3.7525 | 6.371 | 1.1712 | 1.1176 | 1.4406 | 0.8324 |
Total Trades | 87 | 44 | 43 | 87 | 44 | 43 |
Winning Trades | 38 | 18 | 20 | 38 | 18 | 20 |
Losing Trades | 49 | 26 | 23 | 49 | 26 | 23 |
Profitability (%) | 43.6782 | 40.9091 | 46.5116 | 43.6782 | 40.9091 | 46.5116 |
Ratio Avg Win / Avg Loss | 4.8388 | 9.2025 | 1.3469 | 1.4411 | 2.0808 | 0.9573 |
Largest Winning Trade | 1573105 | 1573105 | 70584 | 1511046 | 1511046 | 354880 |
Largest Losing Trade | -35398 | -33907 | -35398 | -379044 | -229641 | -379044 |
Avg Bars in Trades | 82 | 76 | 88 | 82 | 76 | 88 |
Avg Bars in Winners | 127 | 123 | 131 | 127 | 123 | 131 |
Avg Bars in Losers | 47 | 43 | 51 | 47 | 43 | 51 |
Bars Traded | 7180 | 3368 | 3811 | 7180 | 3368 | 3811 |
Profit Streak | 0 | 0 | 41.6011 | 0 | 0 | 41.6011 |
Trades During Streak | 0 | 0 | 1 | 0 | 0 | 1 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 644409 | 657841 | -354260 | -157145 | -29527 | -581533 |
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{ "first_band": { "type": "pwma", "factors": { "length": 156, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 57, "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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