Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 879389.3037 | 897560.7119 | -18171.4082 | -321531.9348 | -256954.5711 | -64577.3636 |
Total P&L (%) | 879.3893 | 897.5607 | -18.1714 | -321.5319 | -256.9546 | -64.5774 |
Avg Daily Profit (%) | 0.4846 | 0.4946 | -0.01 | 0 | 0 | -0.0572 |
Buy And Hold Return (%) | 556.7201 | 556.7201 | 556.7201 | 556.7201 | 556.7201 | 556.7201 |
Max Trade Drawdown | -134003 | -77132 | -118469 | -322912 | -239599 | -91007 |
Profit Factor | 2.63 | 6.0193 | 0.9496 | 0.5058 | 0.2536 | 0.7892 |
Total Trades | 63 | 32 | 31 | 63 | 32 | 31 |
Winning Trades | 33 | 17 | 16 | 28 | 14 | 14 |
Losing Trades | 30 | 15 | 15 | 35 | 18 | 17 |
Profitability (%) | 52.381 | 53.125 | 51.6129 | 44.4444 | 43.75 | 45.1613 |
Ratio Avg Win / Avg Loss | 2.3909 | 5.3111 | 0.8903 | 0.6322 | 0.3261 | 0.9583 |
Largest Winning Trade | 376191 | 376191 | 74565 | 72854 | 12901 | 72854 |
Largest Losing Trade | -107687 | -24535 | -107687 | -92352 | -92352 | -88998 |
Avg Bars in Trades | 82 | 64 | 101 | 82 | 64 | 101 |
Avg Bars in Winners | 116 | 92 | 140 | 45 | 33 | 57 |
Avg Bars in Losers | 46 | 32 | 60 | 112 | 88 | 137 |
Bars Traded | 5220 | 2067 | 3153 | 5220 | 2067 | 3153 |
Profit Streak | 54.6917 | 324.025 | 54.6917 | 0 | 0 | 0 |
Trades During Streak | 3 | 6 | 1 | 0 | 0 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | -143491 | 410018 | -580046 | -734216 | -583240 | -582699 |
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 101, "offset": 0, "scalar": 1 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 188, "offset": 0 } }, "second_band": { "type": "kcl", "factors": { "length": 101, "offset": 0, "scalar": 1 } } }
# | 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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