Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 90208.1876 | 306491.3884 | -216283.2008 | -103467.2522 | 1113077.5952 | -1216544.8474 |
Total P&L (%) | 90.2082 | 306.4914 | -216.2832 | -103.4673 | 1113.0776 | -1216.5448 |
Avg Daily Profit (%) | 0.0456 | 0.155 | -0.1094 | 0 | 0.1263 | 0 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -312573 | -163344 | -256433 | -1659256 | -677105 | -1297741 |
Profit Factor | 1.1377 | 2.2133 | 0.4628 | 0.9639 | 2.0189 | 0.3143 |
Total Trades | 63 | 31 | 32 | 63 | 31 | 32 |
Winning Trades | 31 | 16 | 15 | 31 | 16 | 15 |
Losing Trades | 32 | 15 | 17 | 32 | 15 | 17 |
Profitability (%) | 49.2063 | 51.6129 | 46.875 | 49.2063 | 51.6129 | 46.875 |
Ratio Avg Win / Avg Loss | 1.1744 | 2.0749 | 0.5246 | 0.995 | 1.8927 | 0.3562 |
Largest Winning Trade | 88729 | 88729 | 51260 | 362613 | 362613 | 241758 |
Largest Losing Trade | -118551 | -92020 | -118551 | -655054 | -655054 | -567008 |
Avg Bars in Trades | 97 | 174 | 23 | 97 | 174 | 23 |
Avg Bars in Winners | 73 | 120 | 23 | 123 | 220 | 19 |
Avg Bars in Losers | 121 | 232 | 23 | 72 | 125 | 26 |
Bars Traded | 6164 | 5413 | 751 | 6164 | 5413 | 751 |
Profit Streak | 558.266 | 0 | 561.516 | 0 | 567.266 | 0 |
Trades During Streak | 1 | 0 | 1 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -351777 | 418241 | -581164 | -732086 | -19353 | -581747 |
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{ "first_band": { "type": "pwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 175, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 36, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 175, "offset": 0, "scalar": 4 } } }
# | 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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