Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 276011.95 | 178497.2809 | 97514.6691 | 269824.1734 | 285041.2576 | -15217.0842 |
Total P&L (%) | 276.012 | 178.4973 | 97.5147 | 269.8242 | 285.0413 | -15.2171 |
Avg Daily Profit (%) | 0.2031 | 0.1313 | 0.0717 | 0.0963 | 0.0992 | -0.0121 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -79313 | -26096 | -72668 | -612545 | -157724 | -455707 |
Profit Factor | 1.6746 | 2.5779 | 1.3294 | 1.1745 | 1.6784 | 0.9865 |
Total Trades | 83 | 42 | 41 | 83 | 42 | 41 |
Winning Trades | 45 | 23 | 22 | 45 | 23 | 22 |
Losing Trades | 38 | 19 | 19 | 38 | 19 | 19 |
Profitability (%) | 54.2169 | 54.7619 | 53.6585 | 54.2169 | 54.7619 | 53.6585 |
Ratio Avg Win / Avg Loss | 1.4141 | 2.1295 | 1.1481 | 0.9918 | 1.3865 | 0.852 |
Largest Winning Trade | 63584 | 47332 | 63584 | 228016 | 125824 | 228016 |
Largest Losing Trade | -35216 | -16243 | -35216 | -269570 | -77010 | -269570 |
Avg Bars in Trades | 61 | 23 | 100 | 61 | 23 | 100 |
Avg Bars in Winners | 87 | 30 | 146 | 87 | 30 | 146 |
Avg Bars in Losers | 31 | 16 | 47 | 31 | 16 | 47 |
Bars Traded | 5132 | 1006 | 4126 | 5132 | 1006 | 4126 |
Profit Streak | 16.9168 | 42.4168 | 0 | 16.9168 | 42.4168 | 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 | 343757 | -11307 | -96376 | -94883 | -56934 | -580268 |
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{ "first_band": { "type": "pwma", "factors": { "length": 110, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 18, "offset": 0, "scalar": 3 } } }
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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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