Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 971786.8386 | 824674.7471 | 147112.0915 | 4724787.5547 | 6553107.5653 | -1828320.0106 |
Total P&L (%) | 971.7868 | 824.6747 | 147.1121 | 4724.7876 | 6553.1076 | -1828.32 |
Avg Daily Profit (%) | 0.5372 | 0.4559 | 0.0813 | 0.2145 | 0.2323 | 0 |
Buy And Hold Return (%) | 128.4522 | 128.4522 | 128.4522 | 128.4522 | 128.4522 | 128.4522 |
Max Trade Drawdown | -136993 | -74393 | -100713 | -8830427 | -6363489 | -3264031 |
Profit Factor | 3.1984 | 4.3485 | 1.7515 | 1.1984 | 1.4828 | 0.8214 |
Total Trades | 58 | 29 | 29 | 58 | 29 | 29 |
Winning Trades | 35 | 16 | 19 | 35 | 16 | 19 |
Losing Trades | 23 | 13 | 10 | 23 | 13 | 10 |
Profitability (%) | 60.3448 | 55.1724 | 65.5172 | 60.3448 | 55.1724 | 65.5172 |
Ratio Avg Win / Avg Loss | 2.1018 | 3.5332 | 0.9218 | 0.7875 | 1.2048 | 0.4323 |
Largest Winning Trade | 321382 | 321382 | 72015 | 5992721 | 5992721 | 1902473 |
Largest Losing Trade | -53792 | -44911 | -53792 | -4306358 | -4306358 | -2948745 |
Avg Bars in Trades | 88 | 106 | 71 | 88 | 106 | 71 |
Avg Bars in Winners | 96 | 124 | 72 | 96 | 124 | 72 |
Avg Bars in Losers | 77 | 83 | 69 | 77 | 83 | 69 |
Bars Traded | 5148 | 3078 | 2070 | 5148 | 3078 | 2070 |
Profit Streak | 0 | 153.519 | 0 | 0 | 153.519 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -161126 | 688423 | -202461 | -173927 | 413365 | -578821 |
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{ "first_band": { "type": "pwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 228, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 199, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 228, "offset": 0, "scalar": 1 } } }
# | 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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