Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 199119.4256 | 150676.3785 | 48443.0472 | 217521.0262 | 135231.7962 | 82289.2301 |
Total P&L (%) | 199.1194 | 150.6764 | 48.443 | 217.521 | 135.2318 | 82.2892 |
Avg Daily Profit (%) | 0.3823 | 0.2893 | 0.093 | 0.2221 | 0.1644 | 0.1153 |
Buy And Hold Return (%) | 20.8694 | 20.8694 | 20.8694 | 20.8694 | 20.8694 | 20.8694 |
Max Trade Drawdown | -51741 | -46321 | -38577 | -203075 | -190090 | -138920 |
Profit Factor | 1.2961 | 1.4585 | 1.1408 | 1.1203 | 1.1513 | 1.09 |
Total Trades | 496 | 248 | 248 | 496 | 248 | 248 |
Winning Trades | 227 | 113 | 114 | 227 | 113 | 114 |
Losing Trades | 269 | 135 | 134 | 269 | 135 | 134 |
Profitability (%) | 45.7661 | 45.5645 | 45.9677 | 45.7661 | 45.5645 | 45.9677 |
Ratio Avg Win / Avg Loss | 1.5359 | 1.7425 | 1.341 | 1.3276 | 1.3755 | 1.2812 |
Largest Winning Trade | 97779 | 97779 | 19469 | 149910 | 149910 | 66182 |
Largest Losing Trade | -13398 | -12080 | -13398 | -48972 | -48972 | -46050 |
Avg Bars in Trades | 49 | 49 | 49 | 49 | 49 | 49 |
Avg Bars in Winners | 64 | 63 | 64 | 64 | 63 | 64 |
Avg Bars in Losers | 37 | 38 | 36 | 37 | 38 | 36 |
Bars Traded | 24681 | 12362 | 12319 | 24681 | 12362 | 12319 |
Profit Streak | 0 | 4.742 | 0 | 0 | 4.742 | 0 |
Trades During Streak | 0 | 3 | 0 | 0 | 3 | 0 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 386166 | 373166 | -140538 | -80008 | -47288 | -164214 |
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{ "first_band": { "type": "pwma", "factors": { "length": 13, "offset": 116 } }, "second_band": { "type": "kcb", "factors": { "length": 185, "offset": 0, "scalar": 3 } } }
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{ "first_band": { "type": "pwma", "factors": { "length": 13, "offset": 116 } }, "second_band": { "type": "kcb", "factors": { "length": 185, "offset": 0, "scalar": 3 } } }
# | 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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