Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 138514.6755 | 40652.8223 | 97861.8532 | 241573.1457 | 81607.8408 | 159965.3049 |
Total P&L (%) | 138.5147 | 40.6528 | 97.8619 | 241.5731 | 81.6078 | 159.9653 |
Avg Daily Profit (%) | 0.5319 | 0.1561 | 0.3758 | 0.4728 | 0.2294 | 0.3675 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -30050 | -10820 | -25202 | -103018 | -33065 | -87090 |
Profit Factor | 2.1595 | 2.0759 | 2.1982 | 1.6791 | 1.8281 | 1.622 |
Total Trades | 107 | 54 | 53 | 107 | 54 | 53 |
Winning Trades | 63 | 28 | 35 | 63 | 28 | 35 |
Losing Trades | 44 | 26 | 18 | 44 | 26 | 18 |
Profitability (%) | 58.8785 | 51.8519 | 66.0377 | 58.8785 | 51.8519 | 66.0377 |
Ratio Avg Win / Avg Loss | 1.5082 | 1.9276 | 1.1305 | 1.1727 | 1.6975 | 0.8342 |
Largest Winning Trade | 15797 | 12209 | 15797 | 47495 | 17807 | 47495 |
Largest Losing Trade | -21803 | -7811 | -21803 | -69399 | -12664 | -69399 |
Avg Bars in Trades | 220 | 33 | 410 | 220 | 33 | 410 |
Avg Bars in Winners | 240 | 43 | 398 | 240 | 43 | 398 |
Avg Bars in Losers | 190 | 21 | 435 | 190 | 21 | 435 |
Bars Traded | 23569 | 1787 | 21782 | 23569 | 1787 | 21782 |
Profit Streak | 23.4373 | 37.7186 | 23.4373 | 23.4373 | 37.7186 | 23.4373 |
Trades During Streak | 5 | 4 | 2 | 5 | 4 | 2 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 581547 | -170676 | -166142 | 489991 | -168364 | -168991 |
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{ "first_band": { "type": "pwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 244, "offset": 0, "scalar": 5 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 83, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 244, "offset": 0, "scalar": 5 } } }
# | 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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