Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 1191493.3424 | 1199582.5735 | -8089.2311 | 661248.5527 | 1955347.911 | -1294099.3583 |
Total P&L (%) | 1191.4933 | 1199.5826 | -8.0892 | 661.2486 | 1955.3479 | -1294.0994 |
Avg Daily Profit (%) | 0.6549 | 0.6594 | -0.0044 | 0.1116 | 0.1663 | 0 |
Buy And Hold Return (%) | 603.5701 | 603.5701 | 603.5701 | 603.5701 | 603.5701 | 603.5701 |
Max Trade Drawdown | -153317 | -104221 | -104069 | -2406425 | -1543344 | -1563771 |
Profit Factor | 3.054 | 5.3207 | 0.9733 | 1.1048 | 1.6561 | 0.6114 |
Total Trades | 64 | 32 | 32 | 64 | 32 | 32 |
Winning Trades | 29 | 13 | 16 | 29 | 13 | 16 |
Losing Trades | 35 | 19 | 16 | 35 | 19 | 16 |
Profitability (%) | 45.3125 | 40.625 | 50 | 45.3125 | 40.625 | 50 |
Ratio Avg Win / Avg Loss | 3.6859 | 7.7764 | 0.9733 | 1.3334 | 2.4205 | 0.6114 |
Largest Winning Trade | 587186 | 587186 | 74667 | 2205478 | 2205478 | 798501 |
Largest Losing Trade | -54008 | -39421 | -54008 | -1093897 | -593693 | -1093897 |
Avg Bars in Trades | 81 | 83 | 78 | 81 | 83 | 78 |
Avg Bars in Winners | 110 | 117 | 105 | 110 | 117 | 105 |
Avg Bars in Losers | 57 | 60 | 52 | 57 | 60 | 52 |
Bars Traded | 5204 | 2681 | 2523 | 5204 | 2681 | 2523 |
Profit Streak | 0 | 97.7699 | 0 | 0 | 97.7699 | 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 | -134902 | 356514 | -580810 | -430465 | 175310 | -580810 |
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{ "first_band": { "type": "pwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 131, "offset": 0, "scalar": 4 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 193, "offset": 0 } }, "second_band": { "type": "kcb", "factors": { "length": 131, "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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