Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 946045.6767 | 867121.1364 | 78924.5403 | 4848748.9719 | 6160425.1551 | -1311676.1831 |
Total P&L (%) | 946.0457 | 867.1211 | 78.9245 | 4848.749 | 6160.4252 | -1311.6762 |
Avg Daily Profit (%) | 0.5215 | 0.478 | 0.0435 | 0.2153 | 0.2283 | 0 |
Buy And Hold Return (%) | 641.2907 | 641.2907 | 641.2907 | 641.2907 | 641.2907 | 641.2907 |
Max Trade Drawdown | -62680 | -23089 | -65793 | -3986197 | -1229436 | -3582164 |
Profit Factor | 3.822 | 9.9688 | 1.3308 | 1.4357 | 2.6568 | 0.823 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 30 | 18 | 12 | 30 | 18 | 12 |
Losing Trades | 33 | 14 | 19 | 33 | 14 | 19 |
Profitability (%) | 47.619 | 56.25 | 38.7097 | 47.619 | 56.25 | 38.7097 |
Ratio Avg Win / Avg Loss | 4.2042 | 7.7535 | 2.1072 | 1.5793 | 2.0664 | 1.303 |
Largest Winning Trade | 445054 | 445054 | 74868 | 5623168 | 5623168 | 1949452 |
Largest Losing Trade | -42408 | -14598 | -42408 | -1538490 | -975457 | -1538490 |
Avg Bars in Trades | 105 | 36 | 176 | 105 | 36 | 176 |
Avg Bars in Winners | 182 | 57 | 369 | 182 | 57 | 369 |
Avg Bars in Losers | 36 | 10 | 55 | 36 | 10 | 55 |
Bars Traded | 6663 | 1180 | 5483 | 6663 | 1180 | 5483 |
Profit Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades During Streak | 0 | 0 | 0 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -152139 | -36499 | -303619 | -141732 | 508510 | -583541 |
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{ "first_band": { "type": "kcu", "factors": { "length": 208, "offset": 0, "scalar": 4 } }, "second_band": { "type": "pwma", "factors": { "length": 9, "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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