Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 331285.2463 | 274950.1784 | 56335.0679 | -85968.1805 | 97592.3096 | -183560.4901 |
Total P&L (%) | 331.2852 | 274.9502 | 56.3351 | -85.9682 | 97.5923 | -183.5605 |
Avg Daily Profit (%) | 0.1528 | 0.1268 | 0.026 | -0.0905 | 0.0314 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -153381 | -90394 | -163704 | -334175 | -170957 | -362730 |
Profit Factor | 1.3574 | 1.7141 | 1.104 | 0.9177 | 1.2964 | 0.7433 |
Total Trades | 141 | 70 | 71 | 141 | 70 | 71 |
Winning Trades | 87 | 40 | 47 | 87 | 40 | 47 |
Losing Trades | 54 | 30 | 24 | 54 | 30 | 24 |
Profitability (%) | 61.7021 | 57.1429 | 66.1972 | 61.7021 | 57.1429 | 66.1972 |
Ratio Avg Win / Avg Loss | 0.8426 | 1.2856 | 0.5637 | 0.5696 | 0.9723 | 0.3796 |
Largest Winning Trade | 82292 | 82292 | 54962 | 87796 | 87796 | 75656 |
Largest Losing Trade | -90644 | -38426 | -90644 | -233907 | -92529 | -233907 |
Avg Bars in Trades | 44 | 37 | 51 | 44 | 37 | 51 |
Avg Bars in Winners | 39 | 31 | 46 | 39 | 31 | 46 |
Avg Bars in Losers | 52 | 46 | 60 | 52 | 46 | 60 |
Bars Traded | 6282 | 2651 | 3631 | 6282 | 2651 | 3631 |
Profit Streak | 51.1061 | 51.1061 | 84.1061 | 51.1061 | 51.1061 | 84.1061 |
Trades During Streak | 3 | 1 | 3 | 3 | 1 | 3 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 334430 | -114263 | -350101 | -577474 | -245210 | -663993 |
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{ "first_band": { "type": "kcb", "factors": { "length": 99, "offset": 0, "scalar": 2 } }, "second_band": { "type": "pwma", "factors": { "length": 97, "offset": 0 } } }
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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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