Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1336690.7282 | 1325624.8783 | 11065.8499 | 1165714.9133 | 1284785.8359 | -119070.9225 |
Total P&L (%) | 1336.6907 | 1325.6249 | 11.0659 | 1165.7149 | 1284.7858 | -119.0709 |
Avg Daily Profit (%) | 0.7347 | 0.7287 | 0.0061 | 0.1396 | 0.1446 | 0 |
Buy And Hold Return (%) | 609.0118 | 609.0118 | 609.0118 | 609.0118 | 609.0118 | 609.0118 |
Max Trade Drawdown | -165887 | -105012 | -107804 | -1267337 | -1128767 | -614235 |
Profit Factor | 3.1229 | 4.8276 | 1.0391 | 1.2692 | 1.5438 | 0.9395 |
Total Trades | 91 | 45 | 46 | 91 | 45 | 46 |
Winning Trades | 36 | 16 | 20 | 36 | 16 | 20 |
Losing Trades | 55 | 29 | 26 | 55 | 29 | 26 |
Profitability (%) | 39.5604 | 35.5556 | 43.4783 | 39.5604 | 35.5556 | 43.4783 |
Ratio Avg Win / Avg Loss | 4.7712 | 8.7501 | 1.3508 | 1.9391 | 2.7982 | 1.2213 |
Largest Winning Trade | 760795 | 760795 | 76566 | 722954 | 722954 | 375658 |
Largest Losing Trade | -49928 | -40587 | -49928 | -380532 | -380532 | -263949 |
Avg Bars in Trades | 76 | 92 | 61 | 76 | 92 | 61 |
Avg Bars in Winners | 125 | 157 | 100 | 125 | 157 | 100 |
Avg Bars in Losers | 44 | 56 | 31 | 44 | 56 | 31 |
Bars Traded | 6976 | 4140 | 2837 | 6976 | 4140 | 2837 |
Profit Streak | 0 | 71.9409 | 0 | 0 | 71.9409 | 0 |
Trades During Streak | 0 | 1 | 0 | 0 | 1 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 330070 | 342739 | -530498 | -16503 | -8100 | -581573 |
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{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 13, "offset": 0, "scalar": 2 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 148, "offset": 0 } }, "second_band": { "type": "kcu", "factors": { "length": 13, "offset": 0, "scalar": 2 } } }
# | 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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